Robust time series analysis Cover Image

Odporna analiza szeregów czasowych
Robust time series analysis

Author(s): Grażyna Trzpiot
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: TIME SERIES; OUTLIERS; ROBUST ESTIMATION

Summary/Abstract: The field of robust time series analysis has come into existence in the last decades. We describe the most common used time series models together with main type of outliers in time series. The last part of the paper presents application of well known M- and GM-estima¬tors for time series analysis.

  • Issue Year: 2011
  • Issue No: 165
  • Page Range: 171-179
  • Page Count: 9
  • Language: Polish
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