A Few Remarks on Robust Estimation of Power Spectra
Various robust versions of the classical methods of power spectra estimation are considered. Their performance evaluation is studied in autoregressive models with contamination. It is found out that the best robust estimates of power spectra are based on robust highly efficient estimates of autocov...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2014-06-01
|
| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/42 |