Robust Estimation of the First-Order Autoregressive Parameter

Cited in

(64)

Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
On multivariate variable-kernel density estimates for time series
Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
\(P\)-convergence of the TRA estimates: The \(MA(q)\) model
Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
Robust M-estimators in diffusion processes
Robust estimation of bilinear time series models
Estimators based on ranks for arma models
Partially adaptive estimation of autoregressive processes via a normal mixture
Optimal robust estimation for discrete time stochastic processes
George Box's contributions to time series analysis and forecasting
Characterizion of error distributions in time-series regression models
Robust estimation of stationary continuous-time ARMA models via indirect inference
Robust and efficient parameter estimation for discretely observed stochastic processes
Asymptotic behavior of general M-estimates for regression and scale with random carriers
Robust Estimation For Periodic Autoregressive Time Series
RECURSIVE GENERALIZED M ESTIMATES FOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
Robust autoregressive estimates using quadratic programming
On the power of robust tests in analysis of covariance
On the robust estimation in Poisson processes with periodic intensities
Additive Outliers in Open-Loop Threshold Autoregressive Models: A Simulation Study
CONFIDENCE INTERVALS FOR ROBUST ESTIMATES OF THE FIRST ORDER AUTOREGRESSIVE PARAMETER
Outlier detection in linear time series regression models
A trimmed mean of location of an AR\((\infty)\) stationary process
The effects of additive outliers in INAR(1) process and robust estimation
Robust Likelihood Methods Based on the Skew-t and Related Distributions
Neural networks and organizational systems: modeling nonlinear relationships
Methods for recursive robust estimation of AR parameters
A note on the consistency of a robust estimator for threshold autoregressive processes
Minimum distance estimation in linear regression with strong mixing errors
A weak convergence result useful in robust autoregression
Efficiencies of tests and estimators for p-order autoregressive processes when the error distribution is nonnormal
Improved time-variant fuzzy time series forecast
R-estimation in autoregression with square-integrable score function
Robust modelling of periodic vector autoregressive time series
Performance of Robust RA Estimator for Bidimensional Autoregressive Models
Bahadur-Kiefer representations for GM-estimators in autoregression models
GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS
Bias correction for outlier estimation in time series
Order statistics for nonstationary time series
Robust estimation of periodic autoregressive processes in the presence of additive outliers
An empirical likelihood-based Portmanteau test for the autoregressive model regardless of its properties
Analysis of crisis effects via maximum entropy adjustment
Outlier detection tests based on martingale estimating equations for stochastic processes
Capability indices for material balance accounting
scientific article; zbMATH DE number 513088 (Why is no real title available?)
Asymptotic distributions of some robust scale estimators in explosive AR(1) model
On the marginal distribution of a first order autoregressive process
M-estimates for the multiplicative error model
Rank order statistics for time series models
General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
Forecasting container throughput of Qingdao Port with a hybrid model
scientific article; zbMATH DE number 4064318 (Why is no real title available?)
Robust Two-Step Wavelet-Based Inference for Time Series Models
Robust Dickey-Fuller tests based on ranks for time series with additive outliers
Inference About the First-Order Autoregressive Coefficient
Investigation of changes in characteristics of hydrological time series by Bayesian methods
Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models
Bayesian Modeling and Classification of Neural Signals
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
Infrence for non-negative autoregressive schemes
Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance
Outlier–robust spectral estimation for spatial lattice processes

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