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Volumn 13, Issue 6, 2001, Pages 815-831

R-Estemation for arma models

Author keywords

Arma models; Asymptotic linearity; Local asymptotic normality; R estimation

Indexed keywords


EID: 0345856488     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250108832879     Document Type: Article
Times cited : (8)

References (20)
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  • 6
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  • 7
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    • Linear serial rank tests for randomness against ARMA alternatives
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  • 8
    • 0000809890 scopus 로고
    • Optimal rank-based procedures for time series analysis: Testing an ARMA model against other ARMA models
    • Hallin, M. and Puri, M. L. (1988) "Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models", Ann. Statist 16, 402-432.
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    • Hallin, M.1    Puri, M.L.2
  • 9
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    • Aligned rank tests for linear models with autocorrelated error terms
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    • Hallin, M.1    Puri, M.L.2
  • 10
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    • Estimates of location based on rank tests
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    • Hodges, J.L.1    Lehmann, E.L.2
  • 11
    • 0001577150 scopus 로고
    • Estimating regression coefficients by minimizing the dispersion of the residuals
    • Jaeckel, LA. (1972) "Estimating regression coefficients by minimizing the dispersion of the residuals", Ann. Math. Statist. 43, 1449-1458.
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    • Jaeckel, L.A.1
  • 12
    • 0001297461 scopus 로고
    • Nonparametric estimate of regression ccnfficients
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  • 14
    • 0009038983 scopus 로고
    • Asymptotic behavior of a class of confidence regions based on ranks in regression
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  • 15
    • 21144484844 scopus 로고
    • R-estimation of the parameters of autoregressive AR(p) models
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    • Koul, H.L.1    Saleh, A.K.Md.E.2
  • 16
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    • On adaptive estimation in stationary ARMA processes
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  • 17
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    • A note on M-estimation in stationary ARMA processes
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  • 20
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    • Limiting behavior of U-statistics for stationary absolutely regular process
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    • Yoshihara, K.I.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.