Pages that link to "Item:Q4979097"

The following pages link to Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes (Q4979097):

Displaying 14 items.

• Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
• Asymptotic properties of \(U\)-processes under long-range dependence (Q638797) (← links)
• How the instability of ranks under long memory affects large-sample inference (Q667685) (← links)
• Robust estimation of periodic autoregressive processes in the presence of additive outliers (Q990899) (← links)
• On model Fitting and estimation of strictly stationary processes (Q1697205) (← links)
• Central limit theorem for the robust log-regression wavelet estimation of the memory parameter in the Gaussian semi-parametric context (Q1940755) (← links)
• Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations (Q1997019) (← links)
• Robust factor modelling for high-dimensional time series: an application to air pollution data (Q2008477) (← links)
• The difference of symmetric quantiles under long range dependence (Q2018635) (← links)
• A spectral approach to estimate the autocovariance function (Q2156825) (← links)
• Fractional Brownian motion: difference iterative forecasting models (Q2213636) (← links)
• A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals (Q2302484) (← links)
• An \(M\)-estimator for the long-memory parameter (Q2407067) (← links)
• Bayesian Inference for ARFIMA Models (Q5226139) (← links)