ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM

DOI10.1111/j.1467-9892.1996.tb00269.xzbMath0845.62059MaRDI QIDQ4881704

No author found.

Publication date: 18 September 1996

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00269.x

zbMATH Keywords

robustness; asymptotic normality; time series; long-range dependence; stationary process; trends; Hurst index; short-range dependence; departure from stationarity; smoothed periodogram approach

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F35: Robustness and adaptive procedures (parametric inference)

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Cites Work

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