ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES

DOI10.1111/J.1467-9892.1981.TB00311.XzbMATH Open0503.62080OpenAlexW2144510779MaRDI QIDQ3969743FDOQ3969743

Authors: Masanobu Taniguchi 

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00311.x

zbMATH Keywords

interpolationtime seriesrobust estimationspectral densitystationary processregression spectrumspectrum element

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Estimation of a Location Parameter
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust linear extrapolations of second-order stationary processes

Cited In (5)

• Asymptotic theory of parameter estimation by a contrast function based on interpolation error
• ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE
• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• Stability of trigonometric approximation in \(L^p\) and applications to prediction theory
• Robust prediction and interpolation for vector stationary processes

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