Two New Robust Methods for Time Series

A. Gregory Bruce, R. Douglas Martin, Vı́ctor J. Yohai

Type: Book-Chapter

Publication Date: 1992-01-01

Citations: 1

DOI: https://doi.org/10.1007/978-3-662-26811-7_43

View Publication

Locations

Computational Statistics - View

Similar Works

Action	Title	Year	Authors
+	Two new approaches to robust estimation in time series	1990	Chan—Lam Lo Wai—Keung Li
+	Robust Estimation for Time Series Autoregressions	1979	R. Douglas Martin
+	Estimating the variance of the sample mean for time series by applications to robust tests	1979	Christopher S. Withers
+	Estimating the variance of the sample mean for time series by applications to robust tests	1979	Christopher S. Withers
+	Nonparametric and robust approach in time series analysis	1993	正男近藤
+	A Robust Estimate for an Autoregressive Time Series	1997	Jeffrey T. Terpstra
+	Robust time series analysis	1982	Ralph D. Snyder
+	Robust tests for time series with an application to first-order autoregressive processes	1985	I. V. Basawa Richard Huggins Robert G. Staudte
+	Robust estimation in mixture models and small area estimation using cross-sectional time series models	2005	Mi‐Ja Woo
+ PDF Chat	A robust approach for testing parameter change in Poisson autoregressive models	2020	Jiwon Kang Junmo Song
+	Robust estimation for structural time series models	1990	Tan Hwee Kwan
+	Robust Multivariate and Nonlinear Time Series Models	2010	Ravi Ramakrishnan
+	Robust Inference for Time Series Models: a Wavelet-based Framework	2015	Roberto Molinari Stéphane Guerrier Maria‐Pia Victoria‐Feser
+ PDF Chat	Robust estimation in time series	2002	Raúl P. Mentz Carlos Ismael Martínez
+	Robust Estimation for GARCH Models and VARMA Models	2021	Hang Liu
+	Robust Multiple Time Series Modelling	1989	W. K. Li Yi Hui
+	Model selection and Bayesian nonparametrics for time series and non-standard regression models	2014	Gudmund Horn Hermansen
+	Robust Residuals and Diagnostics in Autoregressive Time Series	2002	Kirk Anderson
+ PDF Chat	Mixture Models for the Analysis, Edition, and Synthesis of Continuous Time Series	2019	Sylvain Calinon
+	Robust Change-Point Tests for Time Series	2014	Herold Dehling

Works That Cite This (1)

Action	Title	Year	Authors
+	Robust Procedures for Regression Models with ARIMA Errors	1996	Ana M. Bianco Emili Martı́nez M. García Ben V. J. Yohai

Works Cited by This (7)

Action	Title	Year	Authors
+	Monitoring and Adaptation in Bayesian Forecasting Models	1986	Mike West P. J. Harrison
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin
+	Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter	1983	A. F. M. Smith Michael L. West
+	Dynamic Linear Models with Switching	1991	Robert H. Shumway David S. Stoffer
+	Robust bayesian estimation for the linear model and robustifying the Kalman filter	1977	C. Johan Masreliez R. Douglas Martin
+	Approximate non-Gaussian filtering with linear state and observation relations	1975	C. Johan Masreliez
+	Bayesian Forecasting	1976	P. J. Harrison C. F. Stevens