Robust Hypothesis Testing and Robust Time Series Interpolation And Regression

DOI10.1111/j.1467-9892.1982.tb00341.xzbMath0513.62043MaRDI QIDQ3658926

Saleem A. Kassam

Publication date: 1982

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00341.x

zbMATH Keywords

robust hypothesis testing; band model; bounded spectral densities; least favourable density; minimax robust time series interpolation; robust time series regression

Mathematics Subject Classification ID

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

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Robust prediction and interpolation for vector stationary processes, ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE

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