Parameter estimation robust to low-frequency contamination
Year of publication: |
October 2017
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Authors: | McCloskey, Adam ; Hill, Jonathan B. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 4, p. 598-610
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Subject: | Deterministic trends | Frequency domain estimation | Level shifts | Robust estimation | Spurious persistence | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
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