Langanzeige der Metadaten
DC Element | Wert | Sprache |
---|---|---|
dc.contributor.author | Fried, Roland | - |
dc.date.accessioned | 2008-11-26T14:11:10Z | - |
dc.date.available | 2008-11-26T14:11:10Z | - |
dc.date.issued | 2008-11-26T14:11:10Z | - |
dc.identifier.uri | http://hdl.handle.net/2003/25859 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-14255 | - |
dc.description.abstract | Tests for shift detection in locally-stationary autoregressive time series are constructed which resist contamination by a substantial amount of outliers. Tests based on a comparison of local medians standardized by a highly robust estimate of the variability show reliable performance in a broad variety of situations if the thresholds are adjusted for possible autocorrelations. | en |
dc.language.iso | en | de |
dc.subject | Jump | en |
dc.subject | Outlier | en |
dc.subject | Test resistance | en |
dc.subject | Time series | en |
dc.subject.ddc | 004 | - |
dc.title | Robust shift detection in time-varying autoregressive processes | en |
dc.type | Text | de |
dc.type.publicationtype | report | en |
dcterms.accessRights | open access | - |
Enthalten in den Sammlungen: | Sonderforschungsbereich (SFB) 475 |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
---|---|---|---|---|
tr01-08 Fried.pdf | DNB | 130.63 kB | Adobe PDF | Öffnen/Anzeigen |
Diese Ressource ist urheberrechtlich geschützt. |
Diese Ressource ist urheberrechtlich geschützt.
rightsstatements.org