Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics
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Published By Springer US

9780387961026, 9781461578215

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Asymptotic Behaviour of the Estimates Based on Residual Autocovariances for ARMA Models

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_3 ◽

1984 ◽

pp. 26-49 ◽

Cited By ~ 6

Author(s):

Oscar Bustos ◽

Ricardo Fraiman ◽

Victor J. Yohai

Keyword(s):

Asymptotic Behaviour ◽

Arma Models

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On Robust Estimation of Parameters for Autoregressive Moving Average Models

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_16 ◽

1984 ◽

pp. 273-286

Author(s):

Pham Dinh Tuan

Keyword(s):

Robust Estimation ◽

Moving Average ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Models ◽

Autoregressive Moving Average Models

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The Estimation of ARMA Processes

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_8 ◽

1984 ◽

pp. 146-162

Author(s):

E. J. Hannan

Keyword(s):

Arma Processes

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Linear Error-in-Variables Models

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_5 ◽

1984 ◽

pp. 68-86

Author(s):

M. Deistler

Keyword(s):

Error In Variables

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Parameter Estimation of Stationary Processes with Spectra Containing Strong Peaks

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_4 ◽

1984 ◽

pp. 50-67 ◽

Cited By ~ 4

Author(s):

Rainer Dahlhaus

Keyword(s):

Parameter Estimation ◽

Stationary Processes

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Order Determination for Processes with Infinite Variance

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_2 ◽

1984 ◽

pp. 17-25 ◽

Cited By ~ 4

Author(s):

R. J. Bhansali

Keyword(s):

Infinite Variance ◽

Order Determination

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Remarks on Nongaussian Linear Processes with Additive Gaussian Noise

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_10 ◽

1984 ◽

pp. 185-197 ◽

Cited By ~ 3

Author(s):

K. S. Lii ◽

M. Rosenblatt

Keyword(s):

Gaussian Noise ◽

Linear Processes

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On the Use of Bayesian Models in Time Series Analysis

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_1 ◽

1984 ◽

pp. 1-16 ◽

Cited By ~ 1

Author(s):

Hirotugu Akaike

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Bayesian Models ◽

Series Analysis

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Tightness of the Sequence of Empiric C.D.F. Processes Defined from Regression Fractiles

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_13 ◽

1984 ◽

pp. 231-246 ◽

Cited By ~ 10

Author(s):

Stephen Portnoy

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How to determine the bandwidth of some nonlinear smoothers in practice

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_9 ◽

1984 ◽

pp. 163-184 ◽

Cited By ~ 4

Author(s):

Wolfgang Härdle

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Robust and Nonlinear Time Series Analysis - Lecture Notes in StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Asymptotic Behaviour of the Estimates Based on Residual Autocovariances for ARMA Models

On Robust Estimation of Parameters for Autoregressive Moving Average Models

The Estimation of ARMA Processes

Linear Error-in-Variables Models

Parameter Estimation of Stationary Processes with Spectra Containing Strong Peaks

Order Determination for Processes with Infinite Variance

Remarks on Nongaussian Linear Processes with Additive Gaussian Noise

On the Use of Bayesian Models in Time Series Analysis

Tightness of the Sequence of Empiric C.D.F. Processes Defined from Regression Fractiles

How to determine the bandwidth of some nonlinear smoothers in practice

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics
Latest Publications