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Robust multiple time series modelling
Wai Keung LI
, Y. V HUI
Department of Mathematics and Information Technology (MIT)
Research output
:
Contribution to journal
›
Articles
›
peer-review
12
Citations (Scopus)
Overview
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Mathematics
Residuals
100%
Statistics
100%
Robust Test
100%
Illustrative Example
100%
Asymptotic Distribution
100%
Time Series Modeling
100%
Estimating Equation
100%
Autocovariance
100%
Keyphrases
Multiple Time Series
100%
Time Series Modeling
100%
Copyright
50%
Illustrative Examples
50%
Robust Estimation
50%
Estimation Method
50%
Example-based
50%
Portmanteau Statistics
50%
Asymptotic Distribution
50%
Model Diagnostic Checking
50%
Mink
50%
Residuals Autocovariances
50%
Muskrat
50%
Estimating Equation
50%