11 / 12
В.Б. Горяинов, Е.Р. Горяинова
14
ISSN 1812-3368. Вестник МГТУ им. Н.Э. Баумана. Сер. Естественные науки. 2016. № 6
REFERENCES
[1] Schelter B., Winterhalder M., Timmer J
.
Handbook of time series analysis: recent
theoretical developments and applications. Weinheim, Wiley, 2006. 508 p.
[2] Montgomery D.C., Jennings C.L., Kulahci M. Introduction to time series analysis
and forecasting. Hoboken, Wiley, 2015. 655 p.
[3] Tsay R.S. Analysis of time series. Hoboken, Wiley, 2010. 667 p.
[4] Rao T.S., Rao S.S., Rao C.R. Handbook of statistics. Vol. 30. Time series analysis: methods
and applications. Amsterdam, Elsevier, 2012. 755 p.
[5] Wilson G.T., Reale M., Haywood J
.
Models for dependent time series. Boca Raton,
CRC Press, 2015. 334 p.
[6] Daraio C., Simar L
.
Advanced robust and nonparametric methods in efficiency analysis.
N.Y., Springer, 2007. 260 p.
[7] Huber P., Ronchetti E.M
.
Robust statistics. Hoboken, Wiley, 2009. 360 p.
[8] Hettmansperger T.P., McKean J.W
.
Robust nonparametric statistical methods. Boca Raton,
CRC Press, 2011. 535 p.
[9] Wilcox R.R. Introduction to robust estimation and hypothesis testing. Amsterdam,
Elsevier, 2012. 689 p.
[10] Andrews B
.
Rank-based estimation for autoregressive moving average time series models.
J. Time Ser. Anal
., 2008, vol. 29, no. 1, pp. 51–73.
[11] Goryainov V.B
.
Identification of a spatial autoregression by rank methods.
Automation
and Remote Control
, 2011, vol. 72, no. 5, pp. 975–988.
[12] Goryainov V.B
.
Least-modules estimates for spatial autoregression coefficients.
Journal
of Computer and Systems Sciences International
, 2011, vol. 50, no. 4, pp. 565–572.
[13] Goryainova E.R., Goryainov V.B. Sign tests in moving-average model.
Vestn. Mosk. Gos.
Tekh. Univ. im. N.E. Baumana, Estestv. Nauki
[Herald of the Bauman Moscow State Tech.
Univ., Nat. Sci.], 2008, no. 1, pp. 76–86 (in Russ.).
[14] Goryainov V.B., Goryainova E.R
.
Nonparametric identification of the spatial
autoregression model under a priori stochastic uncertainty.
Automation and Remote Control
,
2010, no. 2, pp. 198–208.
[15] Truquet L., Yao J. On the quasi-likelihood estimation for random coefficient
autoregressions.
Statistics
, 2012, vol. 46, no. 4, pp. 505–521.
[16] McLeod A.I. On the distribution and applications of residual autocorrelations in Box-
Jenkins models.
J. R. Statist. Soc. B
, 1978, vol. 40, pp. 296–302.
[17] Hallin M., Puri M.L
.
Optimal rank-based procedures for time series analysis: Testing
an ARMA model against other ARMA models.
The Annals of Statistics
, 1988, vol. 16,
pp. 402–432.
[18] Maronna R.A., Martin D., Yohai V
.
Robust statistics: Theory and methods. Chichester,
Wiley, 2006. 403 p.
[19] Bustos O., Fraiman R., Yohai V.J
.
Asymptotic behaviour of the estimates based on
residual autocovariances for ARMA models.
Lecture Notes in Statist
, 1984, vol. 26, pp. 26–49.
[20] Mukantseva L.A
.
Testing normality in one-dimensional and multi-dimensional linear
regression.
Theory of Probability and its Applications
, 1978, vol. 22, pp. 591–602.