Robust exponential smoothing of multivariate time series

DOI10.1016/j.csda.2009.05.003zbMath1284.62547MaRDI QIDQ2445753

Christophe Croux, Sarah Gelper, Koen Mahieu

Publication date: 14 April 2014

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2009.05.003

Mathematics Subject Classification ID

62H99: Multivariate analysis

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

Related Items

Unnamed Item, Unnamed Item, Robust Two-Step Wavelet-Based Inference for Time Series Models, Robust estimation for vector autoregressive models, Special issue on variable selection and robust procedures, Optimal risk transfer under quantile-based risk measurers

Uses Software

• robustbase

Cites Work

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