Robustness of Zero Crossing Estimator
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Publication:5237532
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
asymptotic distributionstationary processspectral densityquasi-maximum likelihood estimatoroutlierzero crossing
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
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Cites Work
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