Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers-Reference-Cited by-同舟云学术

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Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers

Published:1999-09 Issue:3 Volume:31 Page:323-339
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Meintanis S.G,Donatos G.S

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference28 articles.

1. Adaptive estimates for autoregressive processes;Beran;Ann. Inst. Statist. Math.,1976

2. General M-estimates for contaminated pth-order autoregressive processes;Bustos;Z. Wahrsch.verw.Geb.,1982

3. Recursive computation of M-estimates for the parameters of a finite autoregressive process;Campbell;Ann. Statist.,1982

4. On the estimation of slope and the identification of outliers in linear regression;Chambers;Biometrika,1981

5. Recursive estimation in autoregressive models with additive outliers;Cipra;Kybernetika,1993

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models;Communications in Statistics - Simulation and Computation;2015-06-05

2. Fourier Methods for Sequential Change Point Analysis in Autoregressive Models;Proceedings of COMPSTAT'2010;2010

3. Robust signal extraction for on-line monitoring data;Journal of Statistical Planning and Inference;2004-05

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