Efficient and robust scale estimation for trended time series
type: Item
instance of: scholarly article
title: Efficient and robust scale estimation for trended time series
zbMATH Open document ID: 1170.62356
author: Derya Caliskan
author: Christophe Croux
author: Sarah Gelper
published in: Statistics \& Probability Letters
publication date: 2009-09-28T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 5608065
MaRDI profile type: Publication
full work available at URL: j.spl.2009.05.019
OpenAlex ID: W2098613000
cites work: Residual variance and residual pattern in nonlinear regression
cites work: Robust online scale estimation in time series: a model-free approach
cites work: Asymptotic variance of \(M\)-estimators for dependent Gaussian random variables
cites work: Online analysis of time series by the \(Q_n\) estimator
cites work: Regression-free and robust estimation of scale for bivariate data
cites work: High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
DOI: 10.1016/J.SPL.2009.05.019
description: scientific article; zbMATH DE number 5608065