Titlebook: Athens Conference on Applied Probability and Time Series Analysis; Volume II: Time Seri P. M. Robinson,Murray Rosenblatt Conference proceed

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可忽略

,Ausbildung für Kommunikationsberufe,del. Monte Carlo results show that the proposed estimators compared favorably with respect to M-estimators and Bounded Influence estimators(GM-estimators). Based on these results we conclude that one can improve the robust properties of Ar(p) estimators using the proposed optimization technique.

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提煉

飛鏢

https://doi.org/10.1007/978-3-322-85627-2e for handling serial dependence. Model fit is assessed by uniform residuals, amongst other tools. In this article an example of such an analysis is provided for a three-valued series corresponding to the possible results ., ., . of events involving a sports team.

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https://doi.org/10.1007/978-3-86226-826-9 mathematics, physics and others have been reported in the mathematical, engineering and physical literature. Some of these also discuss statistically related problems. (See, e.g., Chui, 1992, Mallat, 1989b, 1989c, 1991, Mallat and Zhong, 1992, Segmen and Zeevi, 1993 and others.)