| Title:
|
A simple robust estimator of correlations for Gaussian stationary random sequences (English) |
| Author:
|
Hurt, Jan |
| Author:
|
Kuhlisch, Wiltrud |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
31 |
| Issue:
|
5 |
| Year:
|
1995 |
| Pages:
|
481-488 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F12 |
| MSC:
|
62F35 |
| MSC:
|
62M09 |
| MSC:
|
62M10 |
| idZBL:
|
Zbl 0857.62084 |
| idMR:
|
MR1361309 |
| . |
| Date available:
|
2009-09-24T18:57:45Z |
| Last updated:
|
2012-06-06 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124783 |
| . |
| Reference:
|
[1] M. Fisz: Wahrscheinlichkeitsrechnung und Mathematische Statistik.Akademie-Verlag, Berlin 1970. MR 0343325 |
| Reference:
|
[2] J. Hurt: On a simple estimate of correlations of stationary random sequences.Apl. Mat. 18 (1973), 176-187. Zbl 0265.62032, MR 0317496 |
| Reference:
|
[3] B. Kedem: Binary Time Series.M. Dekker, New York 1980. Zbl 0424.62062, MR 0559729 |
| Reference:
|
[4] R. D. Martin, V. J. Yohai: Robustness in time series and estimating ARMA models.In: Handbook of Statistics 5, Time Series in the Time Domain (E. J. Hannan, P. R. Krishnaih, and M. M. Rao, eds.), Elsevier, Amsterdam 1985, pp. 119-155. MR 0831746 |
| Reference:
|
[5] R. D. Martin, V. J. Yohai: Influence functionals for time series.Ann. Statist. 14 (1986), 781-818. Zbl 0608.62042, MR 0856793 |
| Reference:
|
[6] C. R. Rao: Linear Statistical Inference and Its Applications.Wiley, New York 1965. Zbl 0137.36203, MR 0221616 |
| Reference:
|
[7] W. F. Stout: Almost Sure Convergence.Academic Press, New York 1974. Zbl 0321.60022, MR 0455094 |
| Reference:
|
[8] N. M. Sujev: Investigation of spectral densities of mixing random processes.Dokl. Akad. Nauk 507 (1972), 773-776. In Russian. |
| . |
