On Robust Estimation of Power Spectra
Let us consider the problem of robust spectral density estimation. Conventional methods to obtain estimates of spectral density function are not robust in the presence of outlying observations. We present different methods to robustly estimate the spectral density function that are insensitive again...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/412 |