ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES

DOI10.1111/j.1467-9892.1981.tb00311.xzbMath0503.62080OpenAlexW2144510779MaRDI QIDQ3969743

Masanobu Taniguchi

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1981.tb00311.x

zbMATH Keywords

interpolationtime seriesstationary processspectral densityrobust estimationregression spectrumspectrum element

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Asymptotic theory of parameter estimation by a contrast function based on interpolation error ⋮ Stability of trigonometric approximation in \(L^p\) and applications to prediction theory ⋮ Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p ⋮ 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

• Robust linear extrapolations of second-order stationary processes
• Robust Estimation of a Location Parameter
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