Robust estimation of the autocorrelation function via forward ratios | Paper Citation Record

Observation 7a735451-2561-4a2d-a9c4-486873b6b392 · outbound

This paper cites Caiado and N.

Robust estimation of the autocorrelation function via forward ratios Caiado and N

Reference 1

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:09.906751Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8579685e-ad63-43ab-9a86-25c377c9e458 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 2

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:09.959778Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 4cf9ac9b-9326-4bc4-b0a9-0966222b24ca · outbound

This paper cites (1993), Exactly median-unbiased estimation of first order autore- gressive/unit root models,Econometrica, 61(1), 139–165.

Robust estimation of the autocorrelation function via forward ratios (1993), Exactly median-unbiased estimation of first order autore- gressive/unit root models,Econometrica, 61(1), 139–165

Reference 3

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.016170Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0a213080-8944-44c3-93d8-2a7e3e5e893b · outbound

This paper cites (1900),Theorie de la Speculation, Gauthier-Villars, Paris, France.

Robust estimation of the autocorrelation function via forward ratios (1900),Theorie de la Speculation, Gauthier-Villars, Paris, France

Reference 4

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.075238Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 939c861b-700d-4552-8d42-2674b38515cb · outbound

This paper cites Cecchetti and R.J.

Robust estimation of the autocorrelation function via forward ratios Cecchetti and R.J

Reference 5

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.114529Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5d41d13d-f5a6-43c6-b681-8307c50e069d · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 6

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.165304Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation aa91a9c6-0b01-4cad-b92d-f200b15635f4 · outbound

This paper cites (1935), Some aspects of the time correlation problem in regard to test of significance,Journal of the Royal Statistics Society, 98, 536-543.

Robust estimation of the autocorrelation function via forward ratios (1935), Some aspects of the time correlation problem in regard to test of significance,Journal of the Royal Statistics Society, 98, 536-543

Reference 7

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.226224Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 44837667-0053-419a-8173-b735ef3db2be · outbound

This paper cites (1946), On the theoretical specification and sampling properties of autocorrelated time-series,Journal of the Royal Statistical Society, Suppl., 8, 27-41.

Robust estimation of the autocorrelation function via forward ratios (1946), On the theoretical specification and sampling properties of autocorrelated time-series,Journal of the Royal Statistical Society, Suppl., 8, 27-41

Reference 8

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.284970Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation db9f6e98-5aa8-475e-a16c-146dda52c07d · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 9

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.328362Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b40393f2-fb5a-4c1b-acbe-cd8c1c8e1289 · outbound

This paper cites Fellag and R.

Robust estimation of the autocorrelation function via forward ratios Fellag and R

Reference 10

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.376240Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bc1e3025-04cb-455d-beda-a613f7eb3794 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 11

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.439189Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9a53514e-65a3-4827-94ee-cca811c60239 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 12

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.466038Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 25c3b11d-de5b-44c6-b734-812135a36f85 · outbound

This paper cites (1995a), Time series outliers and spurious autocorrelations,Journal of Applied Statistical Science, 40-51.

Robust estimation of the autocorrelation function via forward ratios (1995a), Time series outliers and spurious autocorrelations,Journal of Applied Statistical Science, 40-51

Reference 13

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.520732Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 34f33bb0-3316-4bf9-9b3f-97df32dac80c · outbound

This paper cites (1995b), Outliers and financial time series modelling: A cautionary note,Mathematics and Computers in Simulation, 39(3-4), 425–430.

Robust estimation of the autocorrelation function via forward ratios (1995b), Outliers and financial time series modelling: A cautionary note,Mathematics and Computers in Simulation, 39(3-4), 425–430

Reference 14

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.583472Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ed449846-070e-4827-9f07-cfb7e5db75f0 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 15

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.654336Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d6899c7d-bbad-42fb-9cd4-0e3fa7b1f996 · outbound

This paper cites Tiao and C.

Robust estimation of the autocorrelation function via forward ratios Tiao and C

Reference 16

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.694623Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 445b8291-b54c-4d92-97c6-7c81238a4a3f · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 17

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.727655Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3545ccf3-0168-4570-8826-a8acaafb6368 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 18

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.766289Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 624c4006-e170-41b5-b950-a5fa5953a103 · outbound

This paper cites Staneski and N.R.

Robust estimation of the autocorrelation function via forward ratios Staneski and N.R

Reference 19

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.801028Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 491e6124-edbd-444a-8c7c-91612ea49eb1 · outbound

This paper cites Giraitis and P.C.B.

Robust estimation of the autocorrelation function via forward ratios Giraitis and P.C.B

Reference 20

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.837582Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8c1d5b95-66b0-4c58-a97d-b5caec331705 · outbound

This paper cites Escribano and P.

Robust estimation of the autocorrelation function via forward ratios Escribano and P

Reference 21

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.879796Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f3973a9a-c2bf-4f4f-b043-ece3cc8b6cfb · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 22

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.913201Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 419d4256-805e-4e29-b48c-762f406ae5d0 · outbound

This paper cites (1970), Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables,Econometrics, 38, 410–421.

Robust estimation of the autocorrelation function via forward ratios (1970), Testing for serial correlation in least-squares regression when some of the regressors are lagged dependent variables,Econometrics, 38, 410–421

Reference 23

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.950457Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7f486ae0-86b3-487a-889f-b4ea24f62c96 · outbound

This paper cites Fried and T.

Robust estimation of the autocorrelation function via forward ratios Fried and T

Reference 24

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:10.985812Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation afa248b2-49ba-4407-a02d-a9a63732a4ed · outbound

This paper cites (1965), The behaviour of stock market prices,Journal of Business, 38, 34-105.

Robust estimation of the autocorrelation function via forward ratios (1965), The behaviour of stock market prices,Journal of Business, 38, 34-105

Reference 25

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.023746Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e678ab63-3e6e-477f-9f42-912731e20441 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 26

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.065105Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2a5761c4-ebaa-48ea-9be6-b7378dba730d · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 27

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.104728Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 910d2903-544d-4851-83ca-a7d7068a1f75 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 28

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.184867Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9ee7e0b2-e789-47cc-9bfe-639a7b098b3a · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 29

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.246048Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 61d4e6e6-f176-4a1e-800d-1f75c161195f · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 30

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.306577Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 849f5785-7965-4806-8ed8-10f6b2020e30 · outbound

This paper cites The Economic Impact of Low- and High-Frequency Temperature Changes.

Robust estimation of the autocorrelation function via forward ratios The Economic Impact of Low- and High-Frequency Temperature Changes

Reference 31

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.367921Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ecbbc89b-b5d1-4530-969f-c58283adfd0f · outbound

This paper cites and N, Hyung (1999), Occasional strcutural breaks and long mem- ory, Discussion paper no.

Robust estimation of the autocorrelation function via forward ratios and N, Hyung (1999), Occasional strcutural breaks and long mem- ory, Discussion paper no

Reference 32

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.421316Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c393fb62-7ec1-4e5b-a52a-096c06a466c3 · outbound

This paper cites (2000), Robust estimation for the coefficients of a first order autoregressive process,Communications in Statistics-Theory and Methods, 29(1), 45–54.

Robust estimation of the autocorrelation function via forward ratios (2000), Robust estimation for the coefficients of a first order autoregressive process,Communications in Statistics-Theory and Methods, 29(1), 45–54

Reference 33

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.482290Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8fd1fde9-d549-4f94-bb8e-38c2612beade · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 34

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.543782Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f7ec4824-9f5b-4f0a-8115-265cb90e7128 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 35

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.604834Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a2e9cfc2-e476-4960-a3bc-e5915ec96e82 · outbound

This paper cites (2000), On robust estimation in the first-order autoregressive process, Communications in Statistics-Theory and Methods, 29(1), 45–54.

Robust estimation of the autocorrelation function via forward ratios (2000), On robust estimation in the first-order autoregressive process, Communications in Statistics-Theory and Methods, 29(1), 45–54

Reference 36

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.665680Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 82e0ceba-d30c-4deb-8ac6-5dbe14bdbd37 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 37

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.750887Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d25419a3-2787-4232-9caa-900f0ae96f0c · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 38

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.807744Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 59044a39-3d29-4c2e-9770-116cf4b8a964 · outbound

This paper cites Simultaneous Inference Bands for Autocorrelations.

Robust estimation of the autocorrelation function via forward ratios Simultaneous Inference Bands for Autocorrelations

Reference 39

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.864966Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 69ab6b8f-eff3-404e-89e3-434458578b41 · outbound

This paper cites (1950), Least-squares bias in time series, in Koopmans, T.C.

Robust estimation of the autocorrelation function via forward ratios (1950), Least-squares bias in time series, in Koopmans, T.C

Reference 40

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.925004Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3f3a7c7f-ed24-4736-92d7-e184a5e0e144 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 41

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:11.987860Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1e82d180-0a08-4e37-8ece-f0269de7f2ee · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 42

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.040416Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b76a54aa-bf17-4d86-a7d6-5879aa6d73a2 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 43

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.101058Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ed477665-1c60-4483-9fc6-7ddadb0fee6e · outbound

This paper cites Nankervis and N.E.

Robust estimation of the autocorrelation function via forward ratios Nankervis and N.E

Reference 44

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.162325Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a7939d93-08d4-4099-b812-84b7dae323a2 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 45

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.215278Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5554013f-80e9-4d68-96a4-168121c5f8d9 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 46

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.275760Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ac6eb801-61d1-40d1-b314-224ec40f4ac7 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 47

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.336176Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e54ddc48-1b2a-4ba9-9b30-997dd9dddf6b · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 48

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.366807Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 532c267f-6031-4f8a-8627-60da7c339b53 · outbound

This paper cites (1980), Comment on ”Robust estimation of autoregressive models”, in Brillinger, D.R.

Robust estimation of the autocorrelation function via forward ratios (1980), Comment on ”Robust estimation of autoregressive models”, in Brillinger, D.R

Reference 49

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.427635Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a46edd2d-c487-46b5-9fa2-d94757caa9d6 · outbound

This paper cites (2006), On the ratioX/Yfor some elliptically symmetric distributions, Journal of Multivariate Analysis, 97(2), 342-358.

Robust estimation of the autocorrelation function via forward ratios (2006), On the ratioX/Yfor some elliptically symmetric distributions, Journal of Multivariate Analysis, 97(2), 342-358

Reference 50

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.489099Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6a7fb402-26ce-41ee-964f-93d5e0847ab8 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 51

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.573221Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 86ad99ef-e3f6-41c2-abd2-8ba0ac74c6ea · outbound

This paper cites (2006), Correlograms for non-stationary autoregressions,Journal of the Royal Statistical Society, Series B, 68, 707–720.

Robust estimation of the autocorrelation function via forward ratios (2006), Correlograms for non-stationary autoregressions,Journal of the Royal Statistical Society, Series B, 68, 707–720

Reference 52

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.667774Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3b0d81f1-eeeb-4b8f-8fc2-430726467989 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 53

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.738551Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2cc59747-3338-4a5c-99a6-a62936d7ab20 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 54

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.794651Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 52618178-aeb5-4d18-84e1-4c35d2e5aa7c · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 55

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.863811Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 14a250dd-4711-4839-b77d-4db2b052907e · outbound

This paper cites (2019), Heteroscedasticity-robust estimation of autocorrelation, Communications in Statistics-Simulation and Computation, 48(4), 1251–1263.

Robust estimation of the autocorrelation function via forward ratios (2019), Heteroscedasticity-robust estimation of autocorrelation, Communications in Statistics-Simulation and Computation, 48(4), 1251–1263

Reference 56

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.917189Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 20c006c0-fd81-40c0-b018-ea84594b3b4a · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 57

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:12.972343Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2a637986-9948-47f8-ad80-c2eeccd19b67 · outbound

This paper cites (1976),An Introdcution to Probability Theory and Mathematical Statistics, Wiley and Sons, New York.

Robust estimation of the autocorrelation function via forward ratios (1976),An Introdcution to Probability Theory and Mathematical Statistics, Wiley and Sons, New York

Reference 58

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.064338Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fa983f5c-fc0b-43b5-8d80-ebb623285e1a · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 59

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.139739Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 933121ef-8e89-4b00-b9fb-80adf7cf32b5 · outbound

This paper cites Jaber and A.G.

Robust estimation of the autocorrelation function via forward ratios Jaber and A.G

Reference 60

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.274693Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 12d5ff66-60d1-4a09-9d73-2f6a03fea4bb · outbound

This paper cites (2018), Hurwicz estimator for autoregressive model with gen- eralized error distributed innovations,Journal of the Indian Society for Probability and Statistics, 19, 299-320.

Robust estimation of the autocorrelation function via forward ratios (2018), Hurwicz estimator for autoregressive model with gen- eralized error distributed innovations,Journal of the Indian Society for Probability and Statistics, 19, 299-320

Reference 61

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.346219Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f52b9bfb-732e-4c91-93bf-ae3af00a27e8 · outbound

This paper cites (1986), Time series model specification in the presence of outliers,Journal of the American Statistical Association, 81(393), 132–141.

Robust estimation of the autocorrelation function via forward ratios (1986), Time series model specification in the presence of outliers,Journal of the American Statistical Association, 81(393), 132–141

Reference 62

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.514960Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 19ff1390-a61c-4d56-bf1e-07b595b45680 · outbound

This paper cites an unresolved cited work.

Robust estimation of the autocorrelation function via forward ratios Unresolved cited work

Reference 63

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.717338Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation fb4d7384-2f8e-4595-8da8-ae6573b19a99 · outbound

This paper cites (1921), On the time-correlation problem with especial reference to the variate-difference correlation method,Journal of the Royal Statistical Society, 84, 497–537.

Robust estimation of the autocorrelation function via forward ratios (1921), On the time-correlation problem with especial reference to the variate-difference correlation method,Journal of the Royal Statistical Society, 84, 497–537

Reference 64

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.843060Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b164f890-5883-4e5a-badf-156b4bdacb6f · outbound

This paper cites (1999), A median-unbiased estimator of the AR(1) coefficient,Journal of Time Series Analysis, 20, 477–481.

Robust estimation of the autocorrelation function via forward ratios (1999), A median-unbiased estimator of the AR(1) coefficient,Journal of Time Series Analysis, 20, 477–481

Reference 65

Resolution: unresolved; no resolver link, observed 2026-07-30T14:23:13.989623Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Coverage vector

Reference resolution

Outbound references

Pith citing papers