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Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea - In: Applied economics 52 (2020) 7, pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
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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
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Robust methods for arima models
Martin, R. Douglas; Samarov, Alexander - 1981
Persistent link: https://www.econbiz.de/10001532940
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A robust data-driven version of the Berlin Method
Feng, Yuanhua; Heiler, Siegfried - 2000
Persistent link: https://www.econbiz.de/10001485227
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Robuste Parameterschätzung im linearen Regressionsmodell bei Fehlertermen mit langem Gedächtnis
Sibbertsen, Philipp - 1999 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001364375
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Robust tests against smooth transition autoregressive (STAR) models
Beg, A. B. M. Rabiul Alam; Silvapulle, Mervyn Joseph; … - 1998
Persistent link: https://www.econbiz.de/10001378669
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Weights and robustness of model-based seasonal adjustment
Riani, Marco - In: Journal of forecasting 17 (1998) 1, pp. 19-34
Persistent link: https://www.econbiz.de/10001245344
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On robust local polynominal estimation with long-memory errors
Beran, Jan (contributor) - 2000
Persistent link: https://www.econbiz.de/10001601961
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The robustness of trend stationarity : an illustration with the extended Nelson-Plosser dataset
Lu, Maozu; Podivinsky, Jan M. - In: Econometric reviews 22 (2003) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001786921
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On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting (contributor) - In: Economics bulletin : EB (2002)
Persistent link: https://www.econbiz.de/10001740184