Efficient and robust scale estimation for trended time series
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Publication:842952
DOI10.1016/j.spl.2009.05.019zbMath1170.62356OpenAlexW2098613000MaRDI QIDQ842952
Christophe Croux, Derya Caliskan, Sarah Gelper
Publication date: 28 September 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.05.019
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Cites Work
- Robust online scale estimation in time series: a model-free approach
- Online analysis of time series by the \(Q_n\) estimator
- Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
- Regression-free and robust estimation of scale for bivariate data
- High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
- Residual variance and residual pattern in nonlinear regression
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