The following pages link to (Q3940695):
Displaying 11 items.
- Outlier robust analysis of long-run marketing effects for weekly scanning data (Q1305794) (← links)
- Some forecasting applications of partially adaptive estimators of ARIMA models (Q1331516) (← links)
- General \(M\)-estimation (Q1372221) (← links)
- Robust locally optimal filters: Kalman and Bayesian estimation theory (Q1373380) (← links)
- A note on prediction via estimation of the conditional mode function (Q1819855) (← links)
- A trimmed mean of location of an AR\((\infty)\) stationary process (Q1907651) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- Asymptotic properties of conditional least-squares estimators for array time series (Q2243553) (← links)
- Bias correction for outlier estimation in time series (Q2500646) (← links)
- (Q4281781) (← links)
- Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
