Weighted Wilcoxon estimates for autoregression

Australian and New Zealand Journal of Statistics

Volumn 43, Issue 4, 2001, Pages 399-419

  Terpstra, Jeffrey T ^a   Mckean, Joseph W ^b   Naranjo, Joshua D ^b  

^a NORTH DAKOTA STATE UNIVERSITY   (United States)

^b WESTERN MICHIGAN UNIVERSITY   (United States)

Author keywords

Additive outlier model; Autoregressive time series; GR estimates; Innovative outlier model; Rank based estimates; Robust; Weighted Wilcoxon estimates

Indexed keywords

EID: 0040620357     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00189     Document Type: Article

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