Robust time series analysis

DOI10.1016/0377-2217(82)90068-6zbMath0473.62078OpenAlexW2078201173MaRDI QIDQ1158716

Ralph D. Snyder

Publication date: 1982

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(82)90068-6

zbMATH Keywords

seasonal componentstrend components

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (1)

Robust autoregressive estimates using quadratic programming

Cites Work

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• Inventory control with the gamma probability distribution
• Optimal Estimation of Executive Compensation by Linear Programming
• Linear Programming Techniques for Regression Analysis
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• Norms for Smoothing and Estimation
• A Method for Minimizing the Sum of Absolute Values of Deviations

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