tsqn
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Software:31276
swMATH19449CRANtsqnMaRDI QIDQ31276
Applications of the Qn Estimator to Time Series (Univariate and Multivariate)
Last update: 29 March 2017
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.0
Source code repository: https://github.com/cran/tsqn
- An<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si11.gif" display="inline" overflow="scroll"><mml:mi>M</mml:mi></mml:math>-estimator for the long-memory parameter
- Alternatives to the Median Absolute Deviation
- Highly Robust Estimation of the Autocovariance Function
- Highly Robust Estimation of Dispersion Matrices
- Robust estimation in long-memory processes under additive outliers
Related Items (4)
Highly robust estimation of dispersion matrices ⋮ Alternatives to the Median Absolute Deviation ⋮ Highly Robust Estimation of the Autocovariance Function ⋮ Robust estimation in long-memory processes under additive outliers
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