Robust Hypothesis Testing and Robust Time Series Interpolation And Regression
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Publication:3658926
DOI10.1111/j.1467-9892.1982.tb00341.xzbMath0513.62043MaRDI QIDQ3658926
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
robust hypothesis testing; band model; bounded spectral densities; least favourable density; minimax robust time series interpolation; robust time series regression
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F35: Robustness and adaptive procedures (parametric inference)
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