Similar Search Results

Narrow search

A robust entropy-based test of asymmetry for discrete and continuous processes

Maasoumi, Esfandiar; Racine, Jeffrey - In: Econometric reviews 28 (2009) 1/3, pp. 246-261

Persistent link: https://www.econbiz.de/10003800738

On robust local polynominal estimation with long-memory errors

Beran, Jan (contributor) - 2000

Persistent link: https://www.econbiz.de/10001601961

Sensitivity to serial dependency of input processes : a robust approach

Lam, Henry - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1311-1327

Persistent link: https://www.econbiz.de/10011847235

Semiparametric Robust Tests on Seasonal or Cyclical Long Memory Time Series

Arteche, Josu - 2004

The concept of SCLM (seasonal or cyclical long memory) implies the existence of one or more spectral poles or zeros. The processes traditionally used to model such a behaviour assume the same persistence across different frequencies. In this paper, we propose semiparametric Wald and Lagrange...

Persistent link: https://www.econbiz.de/10014116045

On robust local polynomial estimation with long-memory errors

Beran, Jan (contributor) - 2000

Persistent link: https://www.econbiz.de/10013436042

Online signal extraction by robust linear regression

Gather, Ursula; Schettlinger, Karen; Fried, Roland - 2004

resulting increase in computational speed allows to apply robust regression techniques to moving time windows for online signal …, repeated median and deepest regression for online signal extraction. …

Persistent link: https://www.econbiz.de/10010296637