On robust spectral analysis by least absolute deviations

DOI10.1111/j.1467-9892.2011.00760.xzbMath1300.62090OpenAlexW2117545553MaRDI QIDQ2930890

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

robustspectrumnonlinearleast squaresperiodogramregressionoutlierheavy tailleast absolute deviationstrigonometricharmoniczero crossingssinusoid

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Nonlinear Spectral Analysis: A Local Gaussian Approach ⋮ Quantile Periodograms

Cites Work

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