Robust Hypothesis Testing and Robust Time Series Interpolation And Regression

DOI10.1111/j.1467-9892.1982.tb00341.xzbMath0513.62043OpenAlexW2056168525MaRDI QIDQ3658926

Saleem A. Kassam

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00341.x

zbMATH Keywords

robust hypothesis testingband modelbounded spectral densitiesleast favourable densityminimax robust time series interpolationrobust time series regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Robust prediction and interpolation for vector stationary processes ⋮ ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE

Cites Work

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• Robust Wiener filters
• Robust linear extrapolations of second-order stationary processes
• Minimax linear smoothing for capacities
• Minimax tests and the Neyman-Pearson lemma for capacities
• On the Design and Comparison of Certain Dichotomous Experiments
• On robust wiener filtering
• Robust hypothesis testing for bounded classes of probability densities (Corresp.)
• Robust Estimation of a Location Parameter
• A Robust Version of the Probability Ratio Test

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