Pages that link to "Item:Q3740860"
From MaRDI portal
The following pages link to Robust tests for time series with an application to first-order autoregressive processes (Q3740860):
Displaying 9 items.
- On robust forecasting in dynamic vector time series models (Q951052) (← links)
- Optimal robust estimation for discrete time stochastic processes (Q1109468) (← links)
- Robust goodness-of-fit tests for \(\text{AR} (p)\) models based on \(L_1\)-norm fitting (Q1305566) (← links)
- Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
- Robust Estimation For Periodic Autoregressive Time Series (Q3608197) (← links)
- Large sample prediction regions with estimated parameters (Q3799527) (← links)
- Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier (Q4412405) (← links)
- Consistent and robust variable selection in regression based on Wald test (Q5078391) (← links)
- Non-ergodic martingale estimating functions and related asymptotics (Q5169781) (← links)
