SOME THEORY ON M-SMOOTHING OF TIME SERIES

DOI10.1111/j.1467-9892.1986.tb00502.xzbMath0607.62116OpenAlexW2045658596MaRDI QIDQ3746743

Pham-Dinh Tuan, Wolfgang Karl Härdle

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00502.x

zbMATH Keywords

minimaxrobustnessconsistencyasymptotic normalityasymptotic optimalityrobust filtersnonlinear smoothersM-smootherstrend function estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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Cites Work

• Some theory of nonlinear smoothers
• Definition and Comparison of Robust Nonlinear Data Smoothing Algorithms
• Robust Estimation of a Location Parameter
• Curve Estimates
• Robust Statistics
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