Fast and Robust Filtering of Time Series with Trends

DOI10.1007/978-3-642-57489-4_54zbMath1439.62018OpenAlexW1605392737MaRDI QIDQ3298709

Roland Fried, Ursula Gather

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_54

zbMATH Keywords

outlierslinear regressionsignal extractionlevel shifts

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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