Exponential smoothing based on L-estimation

DOI10.14736/KYB-2015-6-0973zbMATH Open1363.62114OpenAlexW2403443867MaRDI QIDQ3466289FDOQ3466289

Přemysl Bejda, Tomáš Cipra

Publication date: 1 February 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/144820

zbMATH Keywords

change pointquantilessign testexponential smoothingrobust methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust forecasting with exponential and Holt-Winters smoothing
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Robust Statistics
• Forecasting with exponential smoothing. The state space approach
• Time Series Significance Tests Based on Signs of Differences
• On practical implementation of robust kalman filtering
• Asymptotic Distribution of Runs Up and Down

Cited In (1)

• Title not available (Why is that?)

Uses Software

• Matlab
• robustbase

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