On robust spectral analysis by least absolute deviations

DOI10.1111/J.1467-9892.2011.00760.XMaRDI QIDQ2930890zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li

Publication date 20 November 2014

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

Full work available at URL https://doi.org/10.1111/j.1467-9892.2011.00760.x

zbMATH Keywords

harmonicheavy tailleast absolute deviationsleast squaresnonlinearoutlierperiodogramregressionrobustsinusoidspectrumtrigonometriczero crossings

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• A robust periodogram for high-resolution spectral analysis
• scientific article; zbMATH DE number 3852262
• Laplace Periodogram for Time Series Analysis
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION

Cites work

• A robust periodogram for high-resolution spectral analysis
• Estimation of the Parameters of Sinusoidal Signals in Non-Gaussian Noise
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• Laplace Periodogram for Time Series Analysis
• Limiting distributions for \(L_1\) regression estimators under general conditions
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Robust M-estimates of the frequency and amplitude of a complex-valued harmonic.
• Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland,
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

Cited in

(7)

• Robust spectral factor approximation of discrete-time frequency domain power spectras
• Laplace Periodogram for Time Series Analysis
• Robustness of the Inner–Outer Factorization and of the Spectral Factorization for FIR Data
• Quantile periodograms
• Nonlinear Spectral Analysis: A Local Gaussian Approach
• From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
• A robust periodogram for high-resolution spectral analysis

This page was built for publication: On robust spectral analysis by least absolute deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2930890)