Estimating Spectral Density Functions Robustly
We consider in the following the problem of robust spectral density estimation. Unfortunately, conventional spectral density estimators are not robust in the presence of additive outliers (cf. [18]). In order to get a robust estimate of the spectral density function, it turned out that cleaning the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2007-03-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/41 |