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Communications in Statistics - Theory and Methods Volume 20, 1991 - Issue 12
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Original Articles

Estimators based on ranks for arma models

Nelida E. Ferretti Departamento de Matematica, Facultad de Ciencias Exactas, U.N.L.P., c.c. No.172, La Plata, 1900, ArgentinaCONICET, Buenos Aires Argentina
,
Diana M. Kelmansky Departamento de Matematica, Faculted de Ciencias Exacta U.B.A., Ciudad Universitaria, Pabellon 1, Buenos Aires, 1428, ArgentinaCONICET, Buenos Aires Argentina
&
Victor J. Yohai Departamento de Matematica, Faculted de Ciencias Exacta U.B.A., Ciudad Universitaria, Pabellon 1, Buenos Aires, 1428, ArgentinaCONICET, Buenos Aires Argentina
Pages 3879-3907 | Received 01 Nov 1990, Published online: 27 Jun 2007

Citations (7)

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Read on this site (4)

Jeffrey T. Terpstra. (2002) GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS. Communications in Statistics - Theory and Methods 31:3, pages 367-395.
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Jeffrey T. Terpstra. (2000) The median estimate of the autoregressive location parameter. Communications in Statistics - Theory and Methods 29:8, pages 1725-1739.
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Jeffrey T. Terpstra, Joseph W. McKean & Joshua D. Naranjo. (2000) Highly efficient weighted for autoregression wilcoxon estimes for autoregression. Statistics 35:1, pages 45-80.
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Nélida Ferretti, Diana Kelmansky & Victor Yohai. (1995) A goodness-of-fit test based on ranks for arma models. Communications in Statistics - Theory and Methods 24:2, pages 295-318.
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Articles from other publishers (3)

Alexander Dürre, Roland Fried & Tobias Liboschik. (2015) Robust estimation of (partial) autocorrelation. WIREs Computational Statistics 7:3, pages 205-222.
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Beth Andrews. (2007) Rank‐based estimation for autoregressive moving average time series models. Journal of Time Series Analysis 29:1, pages 51-73.
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Hira L. KoulHira L. Koul. 2002. Weighted Empirical Processes in Dynamic Nonlinear Models. Weighted Empirical Processes in Dynamic Nonlinear Models 414 425 .

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