Robust Trend Estimation for AR(1) Disturbances
Year of publication: |
2004
|
---|---|
Authors: | Fried, Roland ; Gather, Ursula |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Regression | Robustes Verfahren | Autokorrelation | Theorie | Robust Regression | Autocorrelations | Detrending | Cochrane-Orcutt Estimator | Prais-Winsten Estimator |
Series: | Technical Report ; 2004,64 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 479037418 [GVK] hdl:10419/22577 [Handle] RePEc:zbw:sfb475:200464 [RePEc] |
Source: |
-
Robust Trend Estimation for AR(1) Disturbances
Fried, Roland, (2004)
-
Miyazaki, Takashi, (2019)
-
Burhan, Nik Ahmad Sufian, (2018)
- More ...
-
Methods and algorithms for robust filtering
Fried, Roland, (2004)
-
Modified repeated median filters
Bernholt, Thorsten, (2004)
-
Online signal extraction by robust linear regression
Gather, Ursula, (2004)
- More ...