\(M\)-estimation of wavelet variance

DOI10.1007/s10463-010-0282-9zbMath1238.62104OpenAlexW2016437091MaRDI QIDQ421382

Debashis Mondal, Donald B. Percival

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0282-9

zbMATH Keywords

time series analysisrobust estimationHermite expansionsmultiscale processespockets of open cells

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Robust Two-Step Wavelet-Based Inference for Time Series Models

Uses Software

• LASS
• robustbase
• wmtsa

Cites Work

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