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Expected shortfall estimation and Gaussian inference for infinite variance time series

Hill, Jonathan B. - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 1-44

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Factor-based forecasting in the presence of outliers : are factors better selected and estimated by the median than by the mean?

Kristensen, Johannes Tang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 3, pp. 309-338

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Modelling the real exchange rate misalignment in the presence of outliers for developing countries

Ettbib, Ridha; Eddaly, Mansour - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 629-650

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Multiple-index nonstationary time series models : robust estimation theory and practice

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Robust heart rate variability analysis by generalized entropy minimization

La Vecchia, Davide; Camponovo, Lorenzo; Ferrari, Davide - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 137-151

Typical heart rate variability (HRV) times series are cluttered with outliers generated by measurement errors, artifacts and ectopic beats. Robust estimation is an important tool in HRV analysis, since it allows clinicians to detect arrhythmia and other anomalous patterns by reducing the impact...

Persistent link: https://www.econbiz.de/10011117682