Robust estimation in time series with long and short memory properties

zbMATH Open1264.62073arXiv1112.6308MaRDI QIDQ4898728FDOQ4898728

Authors: Valdério Anselmo Reisen, Fabio Fajardo Molinares 

Publication date: 2 January 2013

Full work available at URL: https://arxiv.org/abs/1112.6308

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zbMATH Keywords

robustnesslong-memoryadditive outliersARFIMA model

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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