Xiao, Xuan; Xu, Xingbai; Zhong, Wei Huber estimation for the network autoregressive model. (English) Zbl 07761650 Stat. Probab. Lett. 203, Article ID 109917, 6 p. (2023). MSC: 62M10 62H12 PDFBibTeX XMLCite \textit{X. Xiao} et al., Stat. Probab. Lett. 203, Article ID 109917, 6 p. (2023; Zbl 07761650) Full Text: DOI
Guerrier, Stéphane; Molinari, Roberto; Victoria-Feser, Maria-Pia; Xu, Haotian Robust two-step wavelet-based inference for time series models. (English) Zbl 1515.62083 J. Am. Stat. Assoc. 117, No. 540, 1996-2013 (2022). MSC: 62M10 62H20 PDFBibTeX XMLCite \textit{S. Guerrier} et al., J. Am. Stat. Assoc. 117, No. 540, 1996--2013 (2022; Zbl 1515.62083) Full Text: DOI arXiv
Hallin, M.; La Vecchia, D.; Liu, H. Center-outward R-estimation for semiparametric VARMA models. (English) Zbl 1507.62286 J. Am. Stat. Assoc. 117, No. 538, 925-938 (2022). MSC: 62M10 62G05 62F12 PDFBibTeX XMLCite \textit{M. Hallin} et al., J. Am. Stat. Assoc. 117, No. 538, 925--938 (2022; Zbl 1507.62286) Full Text: DOI arXiv
Calderon, Sergio; Ordoñez Callamad, Daniel Additive outliers in open-loop threshold autoregressive models: a simulation study. (English) Zbl 07653511 Rev. Colomb. Estad. 45, No. 1, 1-40 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Calderon} and \textit{D. Ordoñez Callamad}, Rev. Colomb. Estad. 45, No. 1, 1--40 (2022; Zbl 07653511) Full Text: DOI
Hesamian, G.; Akbar, M. G. Fuzzy time series model using weighted least square estimation. (English) Zbl 1505.62496 Iran. J. Fuzzy Syst. 19, No. 2, 63-81 (2022). MSC: 62M10 62M86 PDFBibTeX XMLCite \textit{G. Hesamian} and \textit{M. G. Akbar}, Iran. J. Fuzzy Syst. 19, No. 2, 63--81 (2022; Zbl 1505.62496) Full Text: DOI
Nordhausen, Klaus; Ruiz-Gazen, Anne On the usage of joint diagonalization in multivariate statistics. (English) Zbl 1493.62318 J. Multivariate Anal. 188, Article ID 104844, 17 p. (2022). MSC: 62H12 62H25 62H30 62H99 62M10 62M40 PDFBibTeX XMLCite \textit{K. Nordhausen} and \textit{A. Ruiz-Gazen}, J. Multivariate Anal. 188, Article ID 104844, 17 p. (2022; Zbl 1493.62318) Full Text: DOI
Song, Junmo; Kang, Jiwon Test for parameter change in the presence of outliers: the density power divergence-based approach. (English) Zbl 07493337 J. Stat. Comput. Simulation 91, No. 5, 1016-1039 (2021). MSC: 62M10 62F03 62F35 62-XX PDFBibTeX XMLCite \textit{J. Song} and \textit{J. Kang}, J. Stat. Comput. Simulation 91, No. 5, 1016--1039 (2021; Zbl 07493337) Full Text: DOI arXiv
Berenguer-Rico, Vanessa; Wilms, Ines Heteroscedasticity testing after outlier removal. (English) Zbl 1490.62172 Econom. Rev. 40, No. 1, 51-85 (2021). MSC: 62J05 62F35 62M10 62P20 PDFBibTeX XMLCite \textit{V. Berenguer-Rico} and \textit{I. Wilms}, Econom. Rev. 40, No. 1, 51--85 (2021; Zbl 1490.62172) Full Text: DOI Link
Arouxet, María B.; Pastor, Verónica E.; Vampa, Victoria Using the wavelet transform for time series analysis. (English) Zbl 1475.62233 Muszkats, Juan Pablo (ed.) et al., Applications of wavelet multiresolution analysis. Selected papers based on the presentations of the mini-symposium on applications of multiresolution analysis with wavelets at ICIAM 2019, Valencia, Spain, July 2019. Cham: Springer. SEMA SIMAI Springer Ser. ICIAM 2019 SEMA SIMAI Springer Ser. 4, 59-74 (2021). MSC: 62M10 42C40 62P12 PDFBibTeX XMLCite \textit{M. B. Arouxet} et al., SEMA SIMAI Springer Ser. ICIAM 2019 SEMA SIMAI Springer Ser. 4, 59--74 (2021; Zbl 1475.62233) Full Text: DOI
Fiorentini, Gabriele; Sentana, Enrique New testing approaches for mean-variance predictability. (English) Zbl 1471.62494 J. Econom. 222, No. 1, Part B, 516-538 (2021). MSC: 62P05 62F03 62M10 PDFBibTeX XMLCite \textit{G. Fiorentini} and \textit{E. Sentana}, J. Econom. 222, No. 1, Part B, 516--538 (2021; Zbl 1471.62494) Full Text: DOI
Güney, Yeşim; Tuaç, Y.; Özdemir, Ş.; Arslan, O. Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms. (English) Zbl 1457.62264 Metrika 84, No. 1, 47-74 (2021). MSC: 62M10 62J05 62F10 62F12 60F05 PDFBibTeX XMLCite \textit{Y. Güney} et al., Metrika 84, No. 1, 47--74 (2021; Zbl 1457.62264) Full Text: DOI arXiv
Pandhare, S. C.; Ramanathan, T. V. The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities. (English) Zbl 1465.62031 Stat. Inference Stoch. Process. 23, No. 3, 637-663 (2020). MSC: 62B10 62A01 62F12 62F35 62M10 62P20 60F10 PDFBibTeX XMLCite \textit{S. C. Pandhare} and \textit{T. V. Ramanathan}, Stat. Inference Stoch. Process. 23, No. 3, 637--663 (2020; Zbl 1465.62031) Full Text: DOI
Gerstenberger, Carina; Vogel, Daniel; Wendler, Martin Tests for scale changes based on pairwise differences. (English) Zbl 1441.62223 J. Am. Stat. Assoc. 115, No. 531, 1336-1348 (2020). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{C. Gerstenberger} et al., J. Am. Stat. Assoc. 115, No. 531, 1336--1348 (2020; Zbl 1441.62223) Full Text: DOI arXiv
Laurent, Sébastien; Shi, Shuping Volatility estimation and jump detection for drift-diffusion processes. (English) Zbl 1456.62251 J. Econom. 217, No. 2, 259-290 (2020). MSC: 62P05 62M10 60J60 62P20 91B84 PDFBibTeX XMLCite \textit{S. Laurent} and \textit{S. Shi}, J. Econom. 217, No. 2, 259--290 (2020; Zbl 1456.62251) Full Text: DOI
Tak, Hyungsuk; Ellis, Justin A.; Ghosh, Sujit K. Robust and accurate inference via a mixture of Gaussian and Student’s \(t\) errors. (English) Zbl 07499063 J. Comput. Graph. Stat. 28, No. 2, 415-426 (2019). MSC: 62-XX PDFBibTeX XMLCite \textit{H. Tak} et al., J. Comput. Graph. Stat. 28, No. 2, 415--426 (2019; Zbl 07499063) Full Text: DOI
Goryainov, V. B.; Goryainova, E. R. Comparative analysis of robust and classical methods for estimating the parameters of a threshold autoregression equation. (English. Russian original) Zbl 1435.62324 Autom. Remote Control 80, No. 4, 666-675 (2019); translation from Avtom. Telemekh. 2019, No. 4, 93-104 (2019). MSC: 62M10 62-08 62E15 62G35 PDFBibTeX XMLCite \textit{V. B. Goryainov} and \textit{E. R. Goryainova}, Autom. Remote Control 80, No. 4, 666--675 (2019; Zbl 1435.62324); translation from Avtom. Telemekh. 2019, No. 4, 93--104 (2019) Full Text: DOI
Galeano, Pedro; Peña, Daniel Data science, big data and statistics. (English) Zbl 1428.62021 Test 28, No. 2, 289-329 (2019). MSC: 62A01 68T05 62M10 62H12 62R07 PDFBibTeX XMLCite \textit{P. Galeano} and \textit{D. Peña}, Test 28, No. 2, 289--329 (2019; Zbl 1428.62021) Full Text: DOI
Johansen, Søren; Nielsen, Bent Boundedness of M-estimators for linear regression in time series. (English) Zbl 1419.62236 Econom. Theory 35, No. 3, 653-683 (2019). MSC: 62M10 62J05 60G42 62F12 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{B. Nielsen}, Econom. Theory 35, No. 3, 653--683 (2019; Zbl 1419.62236) Full Text: DOI
Rosadi, D.; Filzmoser, P. Robust second-order least-squares estimation for regression models with autoregressive errors. (English) Zbl 1411.62193 Stat. Pap. 60, No. 1, 105-122 (2019). MSC: 62J05 62F35 62M10 62J02 PDFBibTeX XMLCite \textit{D. Rosadi} and \textit{P. Filzmoser}, Stat. Pap. 60, No. 1, 105--122 (2019; Zbl 1411.62193) Full Text: DOI
Martínez-Hernández, Israel; Genton, Marc G.; González-Farías, Graciela Robust depth-based estimation of the functional autoregressive model. (English) Zbl 1471.62133 Comput. Stat. Data Anal. 131, 66-79 (2019). MSC: 62-08 62M10 62G35 62H25 62R10 PDFBibTeX XMLCite \textit{I. Martínez-Hernández} et al., Comput. Stat. Data Anal. 131, 66--79 (2019; Zbl 1471.62133) Full Text: DOI Link
Pan, Yan; Ren, Yuhao; Duan, Fabing Noise benefits to robust M-estimation of location in dependent observations. (English) Zbl 1514.62045 Physica A 505, 144-152 (2018). MSC: 62F10 62F35 62M10 PDFBibTeX XMLCite \textit{Y. Pan} et al., Physica A 505, 144--152 (2018; Zbl 1514.62045) Full Text: DOI
Brown, Jonathon D. Advanced statistics for the behavioral sciences. A computational approach with R. (English) Zbl 1418.62002 Cham: Springer (ISBN 978-3-319-93547-8/hbk; 978-3-319-93549-2/ebook). xxi, 526 p. (2018). MSC: 62-01 62P25 PDFBibTeX XMLCite \textit{J. D. Brown}, Advanced statistics for the behavioral sciences. A computational approach with R. Cham: Springer (2018; Zbl 1418.62002) Full Text: DOI
Goryainov, A. V.; Goryainov, V. B. M-estimates of autoregression with random coefficients. (English. Russian original) Zbl 1404.62086 Autom. Remote Control 79, No. 8, 1409-1421 (2018); translation from Avtom. Telemekh. 2018, No. 8, 50-65 (2018). MSC: 62M10 62F12 62F35 PDFBibTeX XMLCite \textit{A. V. Goryainov} and \textit{V. B. Goryainov}, Autom. Remote Control 79, No. 8, 1409--1421 (2018; Zbl 1404.62086); translation from Avtom. Telemekh. 2018, No. 8, 50--65 (2018) Full Text: DOI
Cavaliere, Giuseppe; Georgiev, Iliyan; Taylor, A. M. Robert Unit root inference for non-stationary linear processes driven by infinite variance innovations. (English) Zbl 1441.62229 Econom. Theory 34, No. 2, 302-348 (2018). MSC: 62M10 62E20 62G09 62P20 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., Econom. Theory 34, No. 2, 302--348 (2018; Zbl 1441.62229) Full Text: DOI
Abbas, Sermad; Fried, Roland Control charts for the mean based on robust two-sample tests. (English) Zbl 1492.62187 J. Stat. Comput. Simulation 87, No. 1, 138-155 (2017). MSC: 62P30 62G10 62G35 62M10 62L10 62P10 PDFBibTeX XMLCite \textit{S. Abbas} and \textit{R. Fried}, J. Stat. Comput. Simulation 87, No. 1, 138--155 (2017; Zbl 1492.62187) Full Text: DOI Link
Alfons, Andreas; Croux, Christophe; Gelper, Sarah Robust groupwise least angle regression. (English) Zbl 1468.62014 Comput. Stat. Data Anal. 93, 421-435 (2016). MSC: 62-08 62J05 62F35 62P10 PDFBibTeX XMLCite \textit{A. Alfons} et al., Comput. Stat. Data Anal. 93, 421--435 (2016; Zbl 1468.62014) Full Text: DOI Link
Li, Qi; Lian, Heng; Zhu, Fukang Robust closed-form estimators for the integer-valued GARCH(1,1) model. (English) Zbl 1466.62141 Comput. Stat. Data Anal. 101, 209-225 (2016). MSC: 62-08 62M10 62F35 62P05 PDFBibTeX XMLCite \textit{Q. Li} et al., Comput. Stat. Data Anal. 101, 209--225 (2016; Zbl 1466.62141) Full Text: DOI
Kustosz, Christoph P.; Leucht, Anne; Müller, Christine H. Tests based on simplicial depth for AR(1) models with explosion. (English) Zbl 1349.62410 J. Time Ser. Anal. 37, No. 6, 763-784 (2016). MSC: 62M10 62G10 62G35 62F05 PDFBibTeX XMLCite \textit{C. P. Kustosz} et al., J. Time Ser. Anal. 37, No. 6, 763--784 (2016; Zbl 1349.62410) Full Text: DOI Link
Cavaliere, Giuseppe; Georgiev, Iliyan; Taylor, A. M. Robert Sieve-based inference for infinite-variance linear processes. (English) Zbl 1459.62168 Ann. Stat. 44, No. 4, 1467-1494 (2016). MSC: 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{G. Cavaliere} et al., Ann. Stat. 44, No. 4, 1467--1494 (2016; Zbl 1459.62168) Full Text: DOI Euclid
Johansen, Søren; Nielsen, Bent Asymptotic theory of outlier detection algorithms for linear time series regression models. (English) Zbl 1419.62234 Scand. J. Stat. 43, No. 2, 321-348 (2016). MSC: 62M10 62M07 62E20 62G35 PDFBibTeX XMLCite \textit{S. Johansen} and \textit{B. Nielsen}, Scand. J. Stat. 43, No. 2, 321--348 (2016; Zbl 1419.62234) Full Text: DOI Link
Kley, Tobias; Volgushev, Stanislav; Dette, Holger; Hallin, Marc Quantile spectral processes: asymptotic analysis and inference. (English) Zbl 1369.62245 Bernoulli 22, No. 3, 1770-1807 (2016). Reviewer: Claudia Kirch (Magdeburg) MSC: 62M15 62M10 62G10 PDFBibTeX XMLCite \textit{T. Kley} et al., Bernoulli 22, No. 3, 1770--1807 (2016; Zbl 1369.62245) Full Text: DOI arXiv Euclid
La Vecchia, Davide; Camponovo, Lorenzo; Ferrari, Davide Robust heart rate variability analysis by generalized entropy minimization. (English) Zbl 1507.62096 Comput. Stat. Data Anal. 82, 137-151 (2015). MSC: 62-08 62P10 62F35 62M10 PDFBibTeX XMLCite \textit{D. La Vecchia} et al., Comput. Stat. Data Anal. 82, 137--151 (2015; Zbl 1507.62096) Full Text: DOI
Bejda, Přemysl; Cipra, Tomáš Exponential smoothing based on L-estimation. (English) Zbl 1363.62114 Kybernetika 51, No. 6, 973-993 (2015). MSC: 62M20 62F35 62M10 PDFBibTeX XMLCite \textit{P. Bejda} and \textit{T. Cipra}, Kybernetika 51, No. 6, 973--993 (2015; Zbl 1363.62114) Full Text: DOI Link
Carcea, Marcel; Serfling, Robert A Gini autocovariance function for time series modelling. (English) Zbl 1327.62462 J. Time Ser. Anal. 36, No. 6, 817-838 (2015). MSC: 62M10 62N02 PDFBibTeX XMLCite \textit{M. Carcea} and \textit{R. Serfling}, J. Time Ser. Anal. 36, No. 6, 817--838 (2015; Zbl 1327.62462) Full Text: DOI
Caivano, Michele; Harvey, Andrew Time-series models with an EGB2 conditional distribution. (English) Zbl 1311.62141 J. Time Ser. Anal. 35, No. 6, 558-571 (2014). MSC: 62M10 62E15 62F12 62P20 PDFBibTeX XMLCite \textit{M. Caivano} and \textit{A. Harvey}, J. Time Ser. Anal. 35, No. 6, 558--571 (2014; Zbl 1311.62141) Full Text: DOI Link
Elsaied, Hanan; Fried, Roland Robust fitting of INARCH models. (English) Zbl 1311.62144 J. Time Ser. Anal. 35, No. 6, 517-535 (2014). MSC: 62M10 62F35 62P10 PDFBibTeX XMLCite \textit{H. Elsaied} and \textit{R. Fried}, J. Time Ser. Anal. 35, No. 6, 517--535 (2014; Zbl 1311.62144) Full Text: DOI
Ursu, Eugen; Pereau, Jean-Christophe Robust modelling of periodic vector autoregressive time series. (English) Zbl 1307.62214 J. Stat. Plann. Inference 155, 93-106 (2014). MSC: 62M10 62F30 62F35 PDFBibTeX XMLCite \textit{E. Ursu} and \textit{J.-C. Pereau}, J. Stat. Plann. Inference 155, 93--106 (2014; Zbl 1307.62214) Full Text: DOI
Thieler, Anita Monika; Backes, Michael; Fried, Roland; Rhode, Wolfgang Periodicity detection in irregularly sampled light curves by robust regression and outlier detection. (English) Zbl 07260353 Stat. Anal. Data Min. 6, No. 1, 73-89 (2013). MSC: 62-XX 68-XX PDFBibTeX XMLCite \textit{A. M. Thieler} et al., Stat. Anal. Data Min. 6, No. 1, 73--89 (2013; Zbl 07260353) Full Text: DOI
Muler, Nora; Yohai, V’ictor J. Robust estimation for vector autoregressive models. (English) Zbl 1471.62146 Comput. Stat. Data Anal. 65, 68-79 (2013). MSC: 62-08 62F35 62M10 PDFBibTeX XMLCite \textit{N. Muler} and \textit{V. J. Yohai}, Comput. Stat. Data Anal. 65, 68--79 (2013; Zbl 1471.62146) Full Text: DOI
Khodabandeh, A.; Amiri-Simkooei, A. R.; Sharifi, M. A. GPS position time-series analysis based on asymptotic normality of M-estimation. (English) Zbl 1351.86028 J. Geod. 86, No. 1, 15-33 (2012). MSC: 86A32 86A30 62M10 PDFBibTeX XMLCite \textit{A. Khodabandeh} et al., J. Geod. 86, No. 1, 15--33 (2012; Zbl 1351.86028) Full Text: DOI
Mondal, Debashis; Percival, Donald B. \(M\)-estimation of wavelet variance. (English) Zbl 1238.62104 Ann. Inst. Stat. Math. 64, No. 1, 27-53 (2012). MSC: 62M10 62M40 42C40 62M09 62F35 65C60 62F25 PDFBibTeX XMLCite \textit{D. Mondal} and \textit{D. B. Percival}, Ann. Inst. Stat. Math. 64, No. 1, 27--53 (2012; Zbl 1238.62104) Full Text: DOI
Li, Hongfei; Calder, Catherine A.; Cressie, Noel One-step estimation of spatial dependence parameters: Properties and extensions of the APLE statistic. (English) Zbl 1236.62051 J. Multivariate Anal. 105, No. 1, 68-84 (2012). MSC: 62H11 62H12 62M30 62G05 62E20 62M10 65C60 PDFBibTeX XMLCite \textit{H. Li} et al., J. Multivariate Anal. 105, No. 1, 68--84 (2012; Zbl 1236.62051) Full Text: DOI
Kharin, Yuriy S.; Voloshko, Valeriy A. Robust estimation of AR coefficients under simultaneously influencing outliers and missing values. (English) Zbl 1215.62093 J. Stat. Plann. Inference 141, No. 9, 3276-3288 (2011). MSC: 62M10 62F12 62F35 PDFBibTeX XMLCite \textit{Y. S. Kharin} and \textit{V. A. Voloshko}, J. Stat. Plann. Inference 141, No. 9, 3276--3288 (2011; Zbl 1215.62093) Full Text: DOI
Atkinson, Anthony C.; Riani, Marco; Cerioli, Andrea The forward search: theory and data analysis. (English) Zbl 1294.62149 J. Korean Stat. Soc. 39, No. 2, 117-134 (2010). MSC: 62J05 62H12 62H30 62M10 62P12 62-02 62-07 PDFBibTeX XMLCite \textit{A. C. Atkinson} et al., J. Korean Stat. Soc. 39, No. 2, 117--134 (2010; Zbl 1294.62149) Full Text: DOI
Croux, Christophe; Gelper, Sarah; Mahieu, Koen Robust exponential smoothing of multivariate time series. (English) Zbl 1284.62547 Comput. Stat. Data Anal. 54, No. 12, 2999-3006 (2010). MSC: 62M10 62H99 PDFBibTeX XMLCite \textit{C. Croux} et al., Comput. Stat. Data Anal. 54, No. 12, 2999--3006 (2010; Zbl 1284.62547) Full Text: DOI
Gelper, Sarah; Fried, Roland; Croux, Christophe Robust forecasting with exponential and Holt-Winters smoothing. (English) Zbl 1203.62164 J. Forecast. 29, No. 3, 285-300 (2010). MSC: 62M20 62M10 65C60 PDFBibTeX XMLCite \textit{S. Gelper} et al., J. Forecast. 29, No. 3, 285--300 (2010; Zbl 1203.62164) Full Text: DOI Link
Wang, Qiong; Stefanski, Leonard A.; Genton, Marc G.; Boos, Dennis D. Robust time series analysis via measurement error modeling. (English) Zbl 1166.62070 Stat. Sin. 19, No. 3, 1263-1280 (2009). MSC: 62M10 62F35 62F15 65C40 PDFBibTeX XMLCite \textit{Q. Wang} et al., Stat. Sin. 19, No. 3, 1263--1280 (2009; Zbl 1166.62070) Full Text: Link
Grillenzoni, Carlo Robust non-parametric smoothing of non-stationary time series. (English) Zbl 1169.62075 J. Stat. Comput. Simulation 79, No. 4, 379-393 (2009). MSC: 62M10 65C60 62J20 PDFBibTeX XMLCite \textit{C. Grillenzoni}, J. Stat. Comput. Simulation 79, No. 4, 379--393 (2009; Zbl 1169.62075) Full Text: DOI
Molinares, Fabio Fajardo; Reisen, Valdério Anselmo; Cribari-Neto, Francisco Robust estimation in long-memory processes under additive outliers. (English) Zbl 1162.62085 J. Stat. Plann. Inference 139, No. 8, 2511-2525 (2009). MSC: 62M10 62G05 62G35 62M15 62F35 65C05 PDFBibTeX XMLCite \textit{F. F. Molinares} et al., J. Stat. Plann. Inference 139, No. 8, 2511--2525 (2009; Zbl 1162.62085) Full Text: DOI
Muler, Nora; Peña, Daniel; Yohai, Víctor J. Robust estimation for ARMA models. (English) Zbl 1162.62405 Ann. Stat. 37, No. 2, 816-840 (2009). MSC: 62M10 62F10 62F35 65C05 PDFBibTeX XMLCite \textit{N. Muler} et al., Ann. Stat. 37, No. 2, 816--840 (2009; Zbl 1162.62405) Full Text: DOI arXiv
Maronna, Ricardo A.; Martin, Douglas R.; Yohai, Victor J. Robust statistics: Theory and methods. (English) Zbl 1094.62040 Wiley Series in Probability and Statistics. Chichester: John Wiley & Sons (ISBN 0-470-01092-4/hbk; 0-470-01094-0/ebook). xx, 403 p. (2006). Reviewer: Tomáš Cipra (Praha) MSC: 62F35 62G35 62-02 65C60 62J05 62H12 62M10 PDFBibTeX XMLCite \textit{R. A. Maronna} et al., Robust statistics: Theory and methods. Chichester: John Wiley \& Sons (2006; Zbl 1094.62040) Full Text: DOI