scientific article; zbMATH DE number 3655215

MaRDI QIDQ3854494zbMATH OpenFDO

Authors Beat Kleiner, David J. Thomson, R. Douglas Martin

Publication date 1979

zbMATH Keywords

additive outliersautoregressive processgeneralized M- estimatesprewhiteningrobust estimation of power spectra

Mathematics Subject Classification ID

Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42B10) Robustness and adaptive procedures (parametric inference) (62F35) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

Cited in

(19)

• On the stability of robust filter-cleaners
• Robust M-estimators in diffusion processes
• Alternative equations for combining the results of Kalman filters.
• On the optimal control of stochastic linear systems with contaminated partial observations
• Kalman filter with outliers and missing observations
• Detection of additive outliers in bilinear time series
• Robust minimum information loss estimation
• Effect of outliers on forecasting temporally aggregated flow variables
• Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
• Spectral density estimation with amplitude modulation and outlier detection
• On the robust estimation in Poisson processes with periodic intensities
• Quantile spectral processes: asymptotic analysis and inference
• A theory of robust long-run variance estimation
• scientific article; zbMATH DE number 4064318 (Why is no real title available?)
• scientific article; zbMATH DE number 513088 (Why is no real title available?)
• \(M\)-periodogram for the analysis of long-range-dependent time series
• Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
• A practical method for outlier detection in autoregressive time series modelling
• Outliers in a multivariate autoregressive moving-average process

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