Robust estimation of (partial) autocorrelation

Alexander Dürre, Roland Fried, Tobias Liboschik

Year of publication:	2014
Authors:	Dürre, Alexander ; Fried, Roland ; Liboschik, Tobias
Publisher:	[Dortmund] : SFB 823
Subject:	autocovariance \| correlogram \| time series \| outliers \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Autokorrelation \| Autocorrelation \| Robustes Verfahren \| Robust statistics

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