Online analysis of time series by the \(Q_n\) estimator
type: Item
instance of: scholarly article
title: Online analysis of time series by the \(Q_n\) estimator
zbMATH Open document ID: 1453.62167
author: Robin Nunkesser
author: Roland Fried
author: Karen Schettlinger
author: Ursula Gather
published in: Computational Statistics and Data Analysis
publication date: 2010-03-30T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5687931
MaRDI profile type: Publication
full work available at URL: j.csda.2008.02.027
OpenAlex ID: W1965936071
cites work: An optimal algorithm for closest-pair maintenance
cites work: Generalized autoregressive conditional heteroscedasticity
cites work: Q4718452
cites work: Financial econometric analysis at ultra-high frequency: Data handling concerns
cites work: On the robust detection of edges in time series filtering
cites work: Q4680271
cites work: Robust online scale estimation in time series: a model-free approach
cites work: Selecting the Kth Element in $X + Y$ and $X_1 + X_2 + \cdots + X_m $
cites work: Highly robust estimation of the autocovariance function
cites work: Statistical inference for time-inhomogeneous volatility models.
cites work: Alternatives to the Median Absolute Deviation
DOI: 10.1016/J.CSDA.2008.02.027
description: scientific article; zbMATH DE number 5687931