1. OAR@UM
  2. Faculty of Science
  3. Department of Statistics and Operations Research
  4. Scholarly Works - FacSciSOR
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/124295
Full metadata record
DC FieldValueLanguage
dc.contributor.authorKaragöz, Derya-
dc.contributor.authorCroux, Christophe-
dc.contributor.authorGelper, Sarah-
dc.date.accessioned2024-07-04T10:52:35Z-
dc.date.available2024-07-04T10:52:35Z-
dc.date.issued2009-
dc.identifier.citationCaliskan, D., Croux, C., & Gelper, S. (2009). Efficient and robust scale estimation for trended time series. Statistics and Probability Letters, 79(18), 1900-1905.en_GB
dc.identifier.urihttps://www.um.edu.mt/library/oar/handle/123456789/124295-
dc.description.abstractThis paper presents a new method for robust online variability extraction in time series. The proposed estimator is simultaneously highly robust and efficient. We derive its breakdown point, influence function, and asymptotic variance and study the finite sample properties in a simulation study.en_GB
dc.language.isoenen_GB
dc.publisherElsevieren_GB
dc.rightsinfo:eu-repo/semantics/restrictedAccessen_GB
dc.subjectTime-series analysisen_GB
dc.subjectEstimation theory -- Asymptotic theoryen_GB
dc.subjectRobust statisticsen_GB
dc.subjectMathematical statistics -- Asymptotic theoryen_GB
dc.subjectMonte Carlo methoden_GB
dc.titleEfficient and robust scale estimation for trended time seriesen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.identifier.doi10.1016/j.spl.2009.05.019-
dc.publication.titleStatistics and Probability Lettersen_GB
Appears in Collections:Scholarly Works - FacSciSOR

Files in This Item:
File Description SizeFormat 
Efficient and robust scale estimation for trended time series 2009.pdf
  Restricted Access		389.53 kBAdobe PDFView/Open Request a copy
Show simple item record Statistics


Items in OAR@UM are protected by copyright, with all rights reserved, unless otherwise indicated.