| Title:
|
Robust time series analysis: a survey (English) |
| Author:
|
Stockinger, Norbert |
| Author:
|
Dutter, Rudolf |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
7 |
| Year:
|
1987 |
| Pages:
|
(1),3-88 |
| . |
| Category:
|
math |
| . |
| MSC:
|
62F35 |
| MSC:
|
62M10 |
| MSC:
|
62M20 |
| idZBL:
|
Zbl 0652.62088 |
| idMR:
|
MR0921397 |
| . |
| Date available:
|
2009-09-24T18:03:33Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124955 |
| . |
| Reference:
|
[1] Abraham B., G. E. P. Box (1979): Bayesian Analysis of Some Outlier Problems in Time Series.Biometrika 66, 229-236. MR 0548188 |
| Reference:
|
[2] Ahrens J. H., U. Dieter (1974): Computer Methods for Sampling from Gamma, Beta, Poisson and Binomial Distributions.Computing 12, 223 - 246. MR 0395151 |
| Reference:
|
[3] Akaike H. (1969): Power Spectrum Estimation through Autoregressive Model Fitting.Ann. Inst. Statist. Math. 21, 407-419. MR 0258215 |
| Reference:
|
[4] Akaike H. (1974): A New Look at the Statistical Model Identification.IEEE Trans. Automat. Control. AC-19, 716-722. MR 0423716 |
| Reference:
|
[5] Anderson T. W. (1971): The Statistical Analysis of Time Series.John Wiley, New York. MR 0283939 |
| Reference:
|
[6] Andrews D. F. P. J. Bickel F. R. Hampel P. J. Huber W. H. Rogers, J. W. Tukey (1972): Robust Estimates of Location; Survey and Advances.Princeton University Press, Princeton. MR 0331595 |
| Reference:
|
[7] Beaton A. E., J. W. Tukey (1974): The Fitting of Power Series, Meaning Polynomials, Illustrated on Bandspectroscopic Data.Technometrics 16, 2, 147-197. |
| Reference:
|
[8] Boente G. R. Fraiman, V. J. Yohai (1982): Qualitative Robustness for General Stochastic Processes.Techn. Rep. 26, Dept. Statist., Univ. Washington, Seattle. |
| Reference:
|
[9] Box G. E. P., G. M. Jenkins (1976): Time Series Analysis: Forecasting and Control.HoldenDay, San Francisco. MR 0436499 |
| Reference:
|
[10] Box. G. E. P., G. C. Tiao (1975): Intervention Analysis with Applications to Economic and Environmental Problems.J. Amer. Statist. Assoc. 70, 70-79. MR 0365957 |
| Reference:
|
[11] Brubacher S. R. (1974): /: Time Series Outlier Detection and Modeling with Interpolation.Bell Laboratories Techn. Mem. |
| Reference:
|
[12] Bustos O. H. (1981): Qualitative Robustness for General Processes.Informes de Matematica, Serie B-002/81, Institute de Matematica Pura e Aplicada, Rio de Janeiro. |
| Reference:
|
[13] Bustos O. H. (1982): General M-Estimatcs for Contaminated $pth$-Order Autoregressive Processes: Consistency and Asymptotic Normality.Z. Wahrsch. verw. Gebiete 59, 491 - 504. MR 0656512 |
| Reference:
|
[14] Bustos O R. Fraiman, V. J. Yohai (1984): Asymptotic Behavior of Estimates Based on Residual Autocovariances for ARMA Models.Informes de Matematica, Serie B-019-Junho/84, Instituto de Matematica Pura e Aplicada, Rio de Janeiro. To appear in Proc. Heidelberg Workshop on Robust and Nonlinear Time Series, Sept. 1983. MR 0786302 |
| Reference:
|
[15] Bustos O. H., V. J. Yohai (1983): Robust Estimates for ARMA Models.Manuscript. Submitted to J. Amcr. Statist. Soc. |
| Reference:
|
[16] Chernick M. R. D. J. Downing, D. H. Pike (1982): Detecting Outliers in Time Series Data.J. Amer. Statist. Assoc. 77, 380. |
| Reference:
|
[17] Cleveland W. S. (1979): Robust Locally Weighted Regression and Smoothing Scatterplots.J. Amer. Statist. Assoc. 74, 368, 829-836. MR 0556476 |
| Reference:
|
[18] Cleveland W. S. (1982): A Reader's Guide to Smoothing Scatterplots and Graphical Methods for Regression.In: Modern Data Analysis (Launer and Siegel, eds.) Acad. Press, New York. |
| Reference:
|
[19] Cox D. D. (1981): Metrics on Stochastic Processes and Qualitative Robustness.Techn. Rep. 3, Dept. Statist., Univ. Washington, Seattle. |
| Reference:
|
[20] Denby L., W. Larsen (1977): Robust Regression Estimators Compared via Monte Carlo.Commun. Statist. A 6, 4, 335-362. |
| Reference:
|
[21] Denby L., R. D. Martin (1979): Robust Estimation of the First-Order Autoregressive Parameter.J. Amer. Statist. Assoc. 74, 365, 140-146. |
| Reference:
|
[22] Devlin S. J. R. Gnanadesikan, J.R. Kettenring 1975): Robust Estimation and Outlier Detection with Correlation Coefficients.Biometrika 62, 531 - 545. MR 0381123 |
| Reference:
|
[23] Donoho D. L., P. J. Huber (1983): The Notion of Breakdown Point.In: Festschrift for Erich L. Lehmann (Bickel et al. eds.). Wadsworth, Belmont, CA. MR 0689745 |
| Reference:
|
[24] Durbin J. (1959): Efficient Estimation of Parameters in Moving Average Models.Biometrika 46, 306-316. MR 0114283 |
| Reference:
|
[25] Dutter R. (1975): Robust Regression: Different Approaches to Numerical Solutions and Algorithms.Res. Rep. 6, Fachgruppe f. Statist., Eidgen. Techn. Hochsch., Zürich. |
| Reference:
|
[26] Dutter R. (1980): Robuste Regression.Bericht 135, Math. Statist. Sektion im Forschungszentrum Graz. MR 0592304 |
| Reference:
|
[27] Dutter R. (1983): COVINTER: A Computer Program for Computing Robust Covariances and for Plotting Confidence Ellipses.Res. Rep. 10, Inst. for Statist., Techn. Univ. Graz. |
| Reference:
|
[28] Dutter R. (1983b): Computer Program BLINWDR for Robust and Bounded Influcnce Regression Res.Rep. 8, Inst. Statist., Techn. Univ. Graz. |
| Reference:
|
[29] Duttcr R., P. J. Huber (1981): Numerical Mcthods for the Nonlinear Robust Regression Problem.J. Statist. Comput. Simul. 13, 2, 79-114. MR 0629053 |
| Reference:
|
[30] Fox A. J. (1972): Outliers in Time Series.J. Roy. Statist. Soc. B, 34, 3, 350-363. MR 0331681 |
| Reference:
|
[31] Fuller W. A. (1976): Introduction to Statistical Time Series.John Wiley, New York. MR 0448509 |
| Reference:
|
[32] Gastwirth J. L., H. Rubin (1975): The Behavior of Robust Estimators on Dependent Data.Ann. Statist 3, 5, 1070-1100. MR 0395039 |
| Reference:
|
[33] Grenander V., Mi Rosenblatt (1957): Statistical Analysis of Stationary Time Series.John Wiley, New York. MR 0084975 |
| Reference:
|
[34] Hampel F. R. (1968): Contributions to the Theory of Robust Estimation.Ph. D. Thesis. University of California, Berkeley. MR 2617979 |
| Reference:
|
[35] Hampel F. R. (1971): A General Qualitative Definiticn of Robustness.Ann. Math. Statist. 42, 6, 1887-1896. MR 0301858 |
| Reference:
|
[36] Hampel F. R. (1973): Robust Estimation: A Condensed Partial Survey.Z. Wahrsch. verw. Gebiete 27, 87-104. MR 0359096 |
| Reference:
|
[37] Hampel F. R. (1974): The Influence Curve and Its Role in Robust Estimation.J. Amer. Statist. Assoc. 69 346, 383-393. MR 0362657 |
| Reference:
|
[38] Hampel F. R. (1975): Beyond Location Parameters: Robust Concepts and Methods.ISI Invited Paper, Proceedings of the 40th Session, Vol. XLVI, Book I, 375 - 382. Warsaw. MR 0483172 |
| Reference:
|
[39] Hampel F. R.. A. Marazzi. E. Ronchetti P. Rousseeuw W. Stahcl, R. E. Welsch. (1982): Robust Statistical Methods, Handouts for the Instructional Meeting on.Part IV. Palermo, Italy, Sept. 10-11, 1982. |
| Reference:
|
[40] Hampel F. R. W. A. Stahel E. M. Ronchetti, P. J. Rousseeuw (1986): Robust Statistics: The Approach Based on Influence Functions.John Wiley, New York. MR 0829458 |
| Reference:
|
[41] Hannan E. J. (1970): Multiple Time Series.John Wiley, New York. MR 0279952 |
| Reference:
|
[42] Hannan E. J. (1973): The Asymptotic Theory of Linear Time Series Models.J. Appl. Prob. 10, 130-145. MR 0365960 |
| Reference:
|
[43] Hannan E. H., M. Kanter (1977): Autoregressive Processes with Infinite Variance.J. Appl. Prob. 14, 411-415. MR 0436502 |
| Reference:
|
[44] Huang T. S. G. J. Yang, G. Y. Tang (1979): A Fast Two-Dimensional Median Filtering Algorithm.IEEE Trans. Acoust. Speech Signal Process. 27, 1, 13-18. |
| Reference:
|
[45] Huber P. J. (1964): Robust Estimation of a Location Parameter.Ann. Math. Statist. 35, 1, 73-101. MR 0161415 |
| Reference:
|
[46] Huber P. J. (1973): Robust Regression: Asymptotics, Conjectures and Monte Carlo.Ann. Statist. 1, 5, 799-821. MR 0356373 |
| Reference:
|
[47] Huber P. J. (1977): Robust Covariances.In: Statistical Decision Theory and Related Topics (Gupta S. and D. Moore, eds.), Vol. II. Academic Press, New York. MR 0436460 |
| Reference:
|
[48] Huber P. J. (1979): Robust Smoothing.In: Robustness in Statistics (Launer and Wilkinson, eds.). Academic Press, New York. |
| Reference:
|
[49] Huber P. J. (1981): Robust Statistics.John Wiley, New York. MR 0606374 |
| Reference:
|
[50] Huber P. J. (1982): Current Issues in Robust Statistics.In: Some Recent Advances in Statistics (Tiago de Oliveira and Epstein, eds.) Acad. Press, New York. MR 0773680 |
| Reference:
|
[51] Jazwinski A. (1970): Stochastic Processes and Filtering Theory.Acad. Prcss, New York. |
| Reference:
|
[52] Jones R. H. (1980): Maximum Likelihood Fitting of ARMA Models to Time Series with Missing.Observations. Technometrics 22, 3. MR 0585635 |
| Reference:
|
[53] Justusson B. (1977): Statistical Properties of Median Filters in Signal and Image Processing.Unpubl. Rcp., Math. lnstitut., Royal Instit. of Techn., Stockholm. Svveden. |
| Reference:
|
[54] Kailath T. (1968): An Innovations Approach to Linear Least Squares Estimation and Filtering.IEEE Trans. Automat. Control. AC-13, 6, 646 - 655. MR 0309257 |
| Reference:
|
[55] Kanter M., W. L. Steiger (1974): Regression and Autoregression With Infinite Variance.Adv. in Appl. Prob. 6, 768-783. MR 0365963 |
| Reference:
|
[56] Kassam S. A., H. V. Poor (1985): Robust Techniques for Signal Processing: A Survey.Proc. IEEE 73, 3. |
| Reference:
|
[57] Kleiner R. R. D. Martin, D. J. Thomson (1979). : Robust Estimation of Powcr Spectra.J. Royal Statist. Soc. B 41, 3, 313-338. MR 0557596 |
| Reference:
|
[58] Krasker W. S., R. E. Welsch (1982): Efficient Bounded-Infiuence Regression Estimation.J. Amer. Statist. Soc. 77, 379, 595-604. MR 0675886 |
| Reference:
|
[59] Kuensch H. (1983a): Infinitesimal Robustness for AutoregressiveProcesses.Res. Rep. 38, Fachgr. Statistik, ETH Zürich. |
| Reference:
|
[60] Kuensch H. (1983b): The Influence Function and Optimal Robust Estimators for Time Serics.Subm. to Ann. Statist. |
| Reference:
|
[61] Lee C. H. (1981): M-Estimates for ARMA Processes.Ph. D. Thesis. Dept. Elect. Engin., Univ. Washington. Seattle. |
| Reference:
|
[62] Lee C. H., R. D. Martin (1982): M-Estimates for ARMA Processes.Techn. Rep. 23, Dept. Statist. Univ. Washington, Seattle. |
| Reference:
|
[63] Lee C. H., R. D. Martin (1982b): The Information Matrix and Robust M-Estimates for ARMA Processes.Techn. Rep. 24, Dept Statist, Univ. Washington, Seatle. |
| Reference:
|
[64] Lee C. H., R. D. Martin (1984): Ordinary and Proper Location M-Estimates for ARMA Models.Techn. Rep. 29, Dept. Statist., Univ. Washington, Seattle. |
| Reference:
|
[65] Lenth R. V. (1977): Robust Splines.Commun. Stalist A 6, 847-854. |
| Reference:
|
[66] Mallows C. L. (1976): On Some Topies in Robustness.Bell Laboratories, Techn, Memo., Murray Hill, New Jersey. |
| Reference:
|
[67] Mallows C. L. (1980a): Resistant Smoothing.In: Time Series (Anderson O. D., ed.). North-Holland Publishing Company. MR 0593330 |
| Reference:
|
[68] Mallows C. L. (1980b): Some Theory of Nonlinear Smoothers.Ann. Statist 8, 4, 695-715. MR 0572618 |
| Reference:
|
[69] Mann H. B., A. Wald (1943): On the Statistical Treatment of Linear Stochastic Differcnce Equations.Econometrica 11, 173 - 220. MR 0009291 |
| Reference:
|
[70] Marazzi A. (1980): Robust Affine Invariant Covariances in ROBETH.Res. Rep. 24, Eidgenössische Techn. Hochschule, Zürich. |
| Reference:
|
[71] Maronna R. (1976): Robust M-Estimation of Multivariate Location and Scatter.Ann. Statist 4 1, 51-67. MR 0388656 |
| Reference:
|
[72] Maronna R. O. Bustos, V. J. Yohai (1979): Bias- and Efficiency-Robustness of General M-Estimators for Regression with Random Carriers.In: Smoothing Techniques for Curve Estimation - Proc. Heidelberg (Gasser Th. and M. Rosenblatt, eds.). Lecture Notes in Math. 757, Springer, Berlin. MR 0564254 |
| Reference:
|
[73] Martin R. D. (1978a): Asymptotic Properties of M-estimates for pth-order Autoregressions.Techn. Rep. 212, Dept. Electrical Engineering, Univ. Washington, Seattle. |
| Reference:
|
[74] Martin R. D. (1978b): Robust Estimates of the Mean with Autoregressive Errors.Techn. Rep. 211, Dept Electrical Engineering, Univ. Washington, Seattle. |
| Reference:
|
[75] Martin R. D. (1978c): Asymptotic Properties of Generalized M-estimates for Autoregressive Parameters.Techn. Rep. 213, Dept. Elec. Engng., Univ. Washington, Seattle. |
| Reference:
|
[76] Martin R. D. (1979): Robust Estimation for Time Series Autoregressions.In: Robustness in Statistics (Launer and Wilkinson, eds.) Acad. Press, New York. |
| Reference:
|
[77] Martin R. D. (1979b): Robust Estimation of Location with Autoregressive Errors.Unpubl. manuscript, Dept. Electrical Engineering, Univ. Washington, Seattle. |
| Reference:
|
[78] Martin R. D. (1979c): Approximate Conditional-Mean Type Smoothers and Interpolators.In: Smoothing Techniques for Curve Estimation - Proc. Heidelberg, 1979. (Gasser and Rosenblatt, eds.). Springer-Verlag. New York. MR 0564255 |
| Reference:
|
[79] Martin R. D. (1980): Robust Estimation of Autoregressive Models. In: Directions in Time Series.(Brillinger D. R. and G. C. Tiao, eds.). Inst. Math. Statist. Publications, Haywood, CA, pp. 228-254. MR 0624655 |
| Reference:
|
[80] Martin R. D. (1980b): Time Series: Model Estimation, Data Analysis and Robust Procedures.In: Proc. Symp. Appl. Math., (R. V. Hogg, ed.), Vol. 23. |
| Reference:
|
[81] Martin R. D. (1981): The Cramer-Rao Bound and Robust M-Estimates for Autoregressions.Techn. Rep. 9, Dept. Statist., Univ. Washington, Seattle. MR 0671983 |
| Reference:
|
[82] Martin R. D. (1981b): Robust Methods for Time Series.In: Applied Time Series II (Findley, ed.). Acad. Press, New York. MR 0651950 |
| Reference:
|
[83] Martin R. D. (1982): The Cramer-Rao Bound and Robust M-Estimates for Autoregressions.Biometrika 69, 2, 437-442. MR 0671983 |
| Reference:
|
[84] Martin R. D. (1983): Robust-Resistant Spectral Analysis.In: Handbook of Statistics. Vol. 3 (Brillinger and Krishnaiah, eds.). Elsevier Sc. Publ. B. V. MR 0749787 |
| Reference:
|
[85] Martin R. D. (1984): Robust-Resistant Spectral Analysis.Techn. Rep. 27, Dept. Statist., Univ. Washington, Seattle. MR 0749787 |
| Reference:
|
[86] Martin R. D., G. De Bow (1976): Robust Filtering with Data-Dependent Covariance.Proc. John Hopkins Conference and Informations Sciences and Systems, March 31 - April 2. |
| Reference:
|
[87] Martin R. D., J. M. Jong (1976): Asymptotic Properties of Robust Generalized M-Estimales for the First-Order Autoregressive Parameter.Bell Laboratories Techn. Memo., Murray Hill, New Jersey. |
| Reference:
|
[88] Martin R. D., C. H. Lee (1980): Robust Estimation of Location with Autoregressive Errors.Manuscript. Dept. Statist., Univ. Washington, Seattle. |
| Reference:
|
[89] Martin R. D. A. Samarov, W. Vandaele (1983): Robust Methods for ARIMA Models.In: Applied Time Series Analysis of Economic Data (Zellner, ed.). Econ. Res. Rep. ER-5, Bureau of the Census. Washington, DC. |
| Reference:
|
[90] Martin R. D., D. J. Thomson (1982): Robust-Resistant Spectrum Estimation.Proc. IEEE 70, 9. |
| Reference:
|
[91] Martin R. D., V. J. Yohai (1984a): Robustness in Time Series and Estimating ARMA Models.Techn. Rep. 50, Dept. Statist., Univ. Washington. Seattle. |
| Reference:
|
[92] Martin R. D., V. J. Yohai (1948b): Influence Curves for Time Series.Techn. Rep. 51, Dept. Statist., Univ. Washington. Seattle. |
| Reference:
|
[93] Martin R. D., J. E. Zeh (1977): Determining the Character of Time Series Outliers.Proc. Amer. Statist. Assoc, Business and Economics Section. |
| Reference:
|
[94] Martin R. D., J. E. Zeh (1979): Generalized M-estimates for Autoregressions, Including Small-Sample Efficiency Robustness.Techn. Rep. 214, Department of Electrical Engineering, University of Washington, Seattle. |
| Reference:
|
[95] Masreliez C. J. (1975): Approximate Non-Gaussian Filtering with Linear State and Observation Relations.IEEE Trans. Automat. Control AC-20, 107-110. |
| Reference:
|
[96] Masreliez C. J., R. D. Martin (1977): Robust Bayesian Estimation for the Linear Model and Robustifying the Kalman Filter.IEEE Trans. Automat. Control AC-22, 361 - 371. MR 0453124 |
| Reference:
|
[97] Mosteller F., J. W. Tukey (1977): Data Analysis and Regression.Addison-Wesley, Reading, MA. |
| Reference:
|
[98] Nagel G., W. Wolff (1974): Ein Verfahren zur Minimierung einer Quadratsumme nichtlinearer Funktionen.Biometrische Zeitschr. 16, 6, 431 - 439. MR 0368387 |
| Reference:
|
[99] Pagano M. (1974): Estimation of Models of Autoregressive Signal Plus White Noise.Ann. Statist. 2, 99-108. MR 0347021 |
| Reference:
|
[100] Papantoni-Kazakos P., R. M. Gray (1979): Robustness of Estimators of Stationary Observations.Ann. Probab. 7, 6, 989- 1002. MR 0548893 |
| Reference:
|
[101] Parzen E. (1971): Efficient Estimation of Stationary Time Series Mixed Schemes.Proc. 39th Session of ISI, Washington, D. C. MR 0368360 |
| Reference:
|
[102] Parzen E. (1974): Some Recent Advances in Time Series Modelling.IEEE Trans. Automat. Control AC-19, 723-730. MR 0421014 |
| Reference:
|
[103] Polasek W. (1982): Robust Estimation and Resistance Analysis for the Autocorrelation Function.Preprint 47, Univ. Vienna. |
| Reference:
|
[104] Polasek W. (1982b). : Exploratory Business-cycle Analysis Using Running Medians.Empirica 1, 49-70. |
| Reference:
|
[105] Polasek W., R. Mertl (1983): Robust and Jackknife Estimators of the Autocorrelation Function.Res. Rep., Inst. Statist, and Informatics, Univ. Vienna. |
| Reference:
|
[106] Rabiner L. R. M. R. Sambur, C. E. Schmidt (1975): Applications of a Nonlinear Smoothing Algorithm to Speech Processing.IEEE Trans. Acoust. Speech Signal Process ASSP-23, 552-557. |
| Reference:
|
[107] Reinisch C. H. (1967): Smoothing by Spline Functions.Numer, Mathem. 10, 177-183, and Numer. Mathem. 16, 451-454. MR 0295532 |
| Reference:
|
[108] Relies D. A. (1968): Robust Regression by Modified Least Squares.Ph. D. Thesis. Dept. Statist., Yale University. |
| Reference:
|
[109] Rieder H. (1980): Locally Robust Correlation Coefficients.Commun. Statist. A9, 8, 803 - 819. MR 0573115 |
| Reference:
|
[110] Schweppe F. (with E. Handschin J. Kohlas, A. Friechter) (1975): Bad Data Analysis for Power System State Estimation.IEEE Trans. Power Apparatus Systems 94, 2, 329-337. |
| Reference:
|
[111] Serfling R. J. (1980): Approximation Theorems of Mathematical Statistics.John Wiley, New York. MR 0595165 |
| Reference:
|
[112] Shibata R. (1976): Selection of the Order of an Autoregressive Model by Akaike's Information Criterion.Biometrika 63, 1, 117-128. MR 0403130 |
| Reference:
|
[113] Siddiqui M. M. (1958): On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process.Ann. Math. Statist. 29, 585-588. MR 0095568 |
| Reference:
|
[114] Stadlober E., U. Dieter (1985): Computer Methods for Generating Student $t$-Variatcs.To appear in Computing. |
| Reference:
|
[115] Stockinger N. (1983): Robust Estimation of Autoregressive Moving Average Models.In: Proc. of the 4th Pannonian Symposium on Math. Statist., Bad Tatzmannsdorf, Austria (Grossmann, Konecny, Pflug, Vincze and Wertz, eds.), pp. 299-309. Reidel Publ. Comp., Dordrecht-Holland. MR 0851061 |
| Reference:
|
[116] Stockinger N. (1984): Detection of Outliers in Arrhythmic Pressure Pulses by Robust Methods of Time Series Analysis.. Res. Rep. 11, Inst. Statist., Tcchn. Univ. Graz. |
| Reference:
|
[117] Stockinger N. (1985a): Generalized Maximum Likelihood Type Estimation of Autoregressive Moving Average Models.Ph. D. Thesis, Techn. Univ. Graz. |
| Reference:
|
[118] Stockinger N. (1985b): Computer Programs for the Simulation and GM-Estimation of ARMA models.Res. Rep. TS-1985-2; Inst. Statist, and Wahrscheinlichkeitstheorie, Techn. Univ. Vienna. |
| Reference:
|
[119] Stockinger N., R. Dutter (1983): Robust Time Series Analysis - An Overview.Res. Rep. 9, Inst. Statist., Techn. Univ. Graz. |
| Reference:
|
[120] Stockinger N. K. P. Pfeiffer, R. Dutter (1984): Ausreissererkennung in Arrhythmischen Druckpulsen durch Robuste Methoden der Zeitreihenanalyse.In: Medizinische Informatik '84 (Gell and Eichtinger, eds.), Schriftenreihe der Oesterr. Computer Ges., Vol. 24, Oldenbourg Verlag, Vienna. |
| Reference:
|
[121] Stuetzle W. (1979): Asymptotics for Running M-Estimates.In: Smoothing Techniques for Curve Estimation- Proc. Heidelberg, 1979 (Gasser and Rosenblatt, eds.). Springer-Verlag, New York. MR 0564249 |
| Reference:
|
[122] Thomson D. J. (1977): Spectrum Estimation Techniques for Characterization and Development of WT 4 Waveguide - I.Bell System Techn. J. 56, 4, 1769- 1815. |
| Reference:
|
[123] Tukey J. W. (1960): A Survey of Sampling from Contaminated Distributions.In: Contributions to Probability and Statistics (I. Olkin, ed.). Stanford University Press, Stanford, CA. MR 0120720 |
| Reference:
|
[124] Tukey J. W. (1977): Explorative Data Analysis.Addison Wesley, Reading, MA. |
| Reference:
|
[125] Tukey J. W., T. E. Harris (1949): Development of Large-Sample.Measures of Location and Scale Which Are Relatively Insensitive to Contamination (Sampling from Contaminated Distributions, 3). Memorandum Rep. 31, Statist. Research Group, Princeton University, New Jersey. |
| Reference:
|
[126] Velleman P. F. (1975): Robust Nonlinear Data Smoothers; Theory, Definitions and Applications.Ph. D. Thesis, Dept. Statist., Princeton University. MR 2626065 |
| Reference:
|
[127] Velleman P. F. (1980): Definition and Comparison of Robust Nonlinear Data Smoothing Algorithms.J. Amer. Statist. Assoc. 75, 371, 609-615. MR 0590690 |
| Reference:
|
[128] Walker A. M. (1960): Some Consequences of Superimposed Error in Time Series Analysis.Biometrika 47, 33-43. MR 0114284 |
| Reference:
|
[129] Wegman E. J., R. J. Carrol (1977): A Monte Carlo Study of Robust Estimators of Location.Comimin. Statist. - Theor. Meth. A 6, 9, 795-812. |
| Reference:
|
[130] Whittle P. (1952): Estimation and Information in Stationary Time Series.Arkiv foer Matematik 2, 23, 423-434. MR 0060797 |
| Reference:
|
[131] Wilson G. T. (1969): Factorization of the Generating Function of a Pure Moving Average Process.SIAM J. Num. Analysis 6, 1. MR 0253561 |
| Reference:
|
[132] Yohai V. J, and R. A. Maronna (1977): Asymptotic Behavior of Least Squares Estimates for Autoregressive Processes with Infinite Variances.Ann. Statist. 5, 3, 554-560. MR 0436509 |
| Reference:
|
[133] Zeh J. E. (1979): Efficiency Robustness of Generalized M-Estimates for Autoregrcssion and Their Use in Determining Outlier Type.Ph. D. Thesis, Univ. Washington, Seattle. MR 2628672 |
| . |
