SOME THEORY ON M-SMOOTHING OF TIME SERIES (Q3746743)

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SOME THEORY ON M-SMOOTHING OF TIME SERIES
scientific article

    Statements

    title
    SOME THEORY ON M-SMOOTHING OF TIME SERIES (English)
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    author
    Pham-Dinh Tuan
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    Wolfgang Karl Härdle
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    publication date
    1986
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    zbMATH Keywords
    robust filters
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    trend function estimation
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    asymptotic optimality
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    minimax
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    nonlinear smoothers
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    consistency
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    robustness
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    asymptotic normality
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    M-smoothers
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62M10
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    62G05
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    zbMATH DE Number
    3982358
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    OpenAlex ID
    W2045658596
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