Robust estimation of a time series model with structural change-Reference-Cited by-同舟云学术

Robust estimation of a time series model with structural change

Published:2011-07 Issue:7 Volume:81 Page:909-927
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Campano Wendell Q.,Barrios Erniel B.

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modelling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/00949650903575211

Reference13 articles.

1. Robust Diagnostic Regression Analysis

2. Cerioli, A., Riani, M. and Atkinson, A. C. Clustering contiguous or categorical data with the forward search. Bull. of the 56th Meeting of the ISI, International Statistical Institute. Portugal.

3. Joint Estimation of Model Parameters and Outlier Effects in Time Series

4. Konis, K. and Laurini, M. Fitting a forward search in linear regression. Bull. of the 56th Meeting of the ISI, International Statistical Institute. Portugal.

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