Robust estimation of fractional seasonal processes: modeling and forecasting daily average SO₂ concentrations

DOI10.1016/J.MATCOM.2017.10.004zbMATH Open1481.86027OpenAlexW2767689889MaRDI QIDQ1997019FDOQ1997019

Edson Zambon Monte, Flavio Augusto Ziegelmann, Adriano Marcio Sgrancio, Valdério Anselmo Reisen, Bovas Abraham, Pascal Bondon, Glaura da Conceição Franco, Fábio Alexander Fajardo Molinares

Publication date: 1 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2017.10.004

zbMATH Keywords

outliersforecastinglong-memory\(\mathrm{SO}_2\) pollutantrobust periodogram

Mathematics Subject Classification ID

Geostatistics (86A32) Meteorology and atmospheric physics (86A10) Classical flows, reactions, etc. in chemistry (92E20)

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Cited In (3)

• Empirical study of robust estimation methods for PAR models with application to the air quality area
• Minimax filtering of sequences with periodically stationary increments
• Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise

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