tsqn

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Applications of the Qn Estimator to Time Series (Univariate and Multivariate)

Higor Cotta

Last update: 29 March 2017

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0.0

Source code repository: https://github.com/cran/tsqn

Cites work

• An<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si11.gif" display="inline" overflow="scroll"><mml:mi>M</mml:mi></mml:math>-estimator for the long-memory parameter
• Alternatives to the Median Absolute Deviation
• Highly robust estimation of the autocovariance function
• Highly Robust Estimation of Dispersion Matrices
• Robust estimation in long-memory processes under additive outliers

Cited In (4)

• Highly robust estimation of dispersion matrices
• Highly robust estimation of the autocovariance function
• Robust estimation in long-memory processes under additive outliers
• Alternatives to the Median Absolute Deviation

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