R-estimation for arma models
From MaRDI portal
Recommendations
- Adaptive R-estimation in a linear regression model with ARMA errors
- Rank-based estimation for autoregressive moving average time series models
- R-estimation in autoregression with square-integrable score function
- Estimation in autoregressivemodels based on autoregressionrank scores
- Estimation in ARMA models based on signed ranks
Cites work
- scientific article; zbMATH DE number 3909528 (Why is no real title available?)
- Asymptotic Behavior of a Class of Confidence Regions Based on Ranks in Regression
- Estimates of Location Based on Rank Tests
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Linear serial rank tests for randomness against ARMA alternatives
- Nonparametric Estimate of Regression Coefficients
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS
- On adaptive estimation in stationary ARMA processes
- Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
- \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models
Cited in
(16)- Rank-based estimation for autoregressive moving average time series models
- scientific article; zbMATH DE number 1995548 (Why is no real title available?)
- Rank-based estimation for all-pass time series models
- On strong consistency and asymptotic normality of one-step Gauss-Newton estimators in ARMA time series models
- Adaptive R-Estimation in Autoregressions
- Center-Outward R-Estimation for Semiparametric VARMA Models
- scientific article; zbMATH DE number 4074935 (Why is no real title available?)
- R-estimation in autoregression with square-integrable score function
- Test and Analysis for Comovement-Locomotive Hypothesis
- Two step estimators of the minimum distance type for parameters of the \(\mathrm{ARMA}(1,1)\) model
- Estimation in autoregressivemodels based on autoregressionrank scores
- R-estimation in semiparametric dynamic location-scale models
- scientific article; zbMATH DE number 3936300 (Why is no real title available?)
- Generalized rank estimates for an autoregressive time series: A \(U\)-statistic approach
- Identification of a spatial autoregression by rank methods
- On Parameter Estimation for Exponential Dispersion Arma Models
This page was built for publication: R-estimation for arma models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4551595)
