Robust Hypothesis Testing and Robust Time Series Interpolation And Regression

DOI10.1111/j.1467-9892.1982.tb00341.xzbMath0513.62043OpenAlexW2056168525MaRDI QIDQ3658926

Saleem A. Kassam

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1982.tb00341.x

zbMATH Keywords

robust hypothesis testingband modelbounded spectral densitiesleast favourable densityminimax robust time series interpolationrobust time series regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Robust prediction and interpolation for vector stationary processes, ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE

Cites Work

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