Open AccessSome Alternatives for Robust Estimation of the Spectrum in Stationary Processes
Author(s) -
Fabio Alexander Fajardo
Publication year - 2011
Publication title -
brazilian review of econometrics
Language(s) - English
Resource type - Journals
eISSN - 2526-3722
pISSN - 1980-2447
DOI - 10.12660/bre.v31n12011.2767
Subject(s) - outlier , estimator , smoothing , robustness (evolution) , periodogram , spectral density estimation , econometrics , series (stratigraphy) , computer science , spectral density , estimation , stationary process , mathematics , algorithm , mathematical optimization , statistics , artificial intelligence , economics , mathematical analysis , paleontology , biochemistry , fourier transform , biology , gene , chemistry , management