Robustness of Zero Crossing Estimator

DOI10.1111/jtsa.12463zbMath1431.62379OpenAlexW2941119299WikidataQ128026118 ScholiaQ128026118MaRDI QIDQ5237532

Masanobu Taniguchi, Yuichi Goto

Publication date: 18 October 2019

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

Full work available at URL: https://doi.org/10.1111/jtsa.12463

zbMATH Keywords

asymptotic distributionstationary processspectral densityquasi-maximum likelihood estimatoroutlierzero crossing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (1)

Robust tests for time series comparison based on Laplace periodograms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Highly Robust Estimation of the Autocovariance Function
• Infinitesimal robustness for autoregressive processes
• A central limit theorem for stationary processes and the parameter estimation of linear processes
• Time series: theory and methods.
• Prediction and classification of non-stationary categorical time series
• A survey on continuous elliptical vector distributions
• Regression theory for categorical time series
• Clustering time series with clipped data
• Regression models for nonstationary categorical time series: Asymptotic estimation theory
• The axis-crossing intervals of random functions
• REGRESSION MODELS FOR NON‐STATIONARY CATEGORICAL TIME SERIES
• The Expected Number of Zeros of a Stationary Gaussian Process
• Level-crossing problems for random processes
• On the average number of real roots of a random algebraic equation
• Mathematical Analysis of Random Noise
• Discrete and continuous expectation formulae for level-crossings, upcrossings and excursions of ellipsoidal processes

This page was built for publication: Robustness of Zero Crossing Estimator