Qualitative robustness in time series

DOI10.1016/0890-5401(87)90033-2zbMath0632.62092OpenAlexW1981747929MaRDI QIDQ1095546

P. Papantoni-Kazakos

Publication date: 1987

Published in: Information and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0890-5401(87)90033-2

zbMATH Keywords

sensitivitytime seriesbreakdown pointperformance criteriainterpolatorslinearly contaminated class of stationary stochastic processesrobust operationsrobust predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Outlier resistant filtering and smoothing ⋮ Predictive analog-to-digital conversion for resistance to data outliers

Cites Work

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• Robustness of estimators on stationary observations
• Robust linear extrapolations of second-order stationary processes
• Robust linear filtering for multivariable stationary time series
• A game theoretic approach to robust filtering
• Sliding block encoders that are rho-bar continuous functions of their input (Corresp.)
• Stochastic quantization for performance stability
• Robust bayesian estimation for the linear model and robustifying the Kalman filter
• A General Qualitative Definition of Robustness

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