Tarr, G.; Weber, N.C.; Müller, S. - In: Statistics & Probability Letters 98 (2015) C, pp. 144-150
This paper investigates two robust estimators of the scale parameter given data from a stationary, long range dependent Gaussian process. In particular the limiting distributions of the interquartile range and related τ-quantile range statistics are established. In contrast to single quantiles,...