Robust recursive analysis of seasonal moving average models

DOI10.17654/AS054010043MaRDI QIDQ5237614zbMATH OpenOpenAlexWikidataFDO

Authors Mohamed A. Ismail, Hend Auda, Mahmoud M. Sadek

Publication date 18 October 2019

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/as054010043

zbMATH Keywords

additive outliersinnovative outliersinnovative substitutionrank-based methodrobust estimationseasonal moving average

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A generalized least squares estimation method for invertible vector moving average models
• FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
• GR-estimates for an autoregressive time series.
• High-Breakdown Rank Regression
• scientific article; zbMATH DE number 42743 (Why is no real title available?)
• scientific article; zbMATH DE number 3551712 (Why is no real title available?)
• scientific article; zbMATH DE number 897115 (Why is no real title available?)
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Recursive estimation of mixed autoregressive-moving average order
• Robust nonparametric statistical methods
• Time series analysis. Forecasting and control

Cited in

(1)

• A note on Kalman filtering for the seasonal moving average model

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