Robust time series analysis

DOI10.1016/0377-2217(82)90068-6MaRDI QIDQ1158716zbMATH OpenOpenAlexFDO

Authors Ralph D. Snyder

Publication date 1982

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0377-2217(82)90068-6

zbMATH Keywords

seasonal componentstrend components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites work

• A Method for Minimizing the Sum of Absolute Values of Deviations
• An Improved Algorithm for Discrete l₁ Linear Approximation
• scientific article; zbMATH DE number 3438384 (Why is no real title available?)
• scientific article; zbMATH DE number 3305567 (Why is no real title available?)
• Inventory control with the gamma probability distribution
• Linear Programming Techniques for Regression Analysis
• Norms for Smoothing and Estimation
• Optimal estimation of executive compensation by linear programming

Cited in

(1)

• Robust autoregressive estimates using quadratic programming

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