ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES

Masanobu Taniguchi

Journal of Time Series Analysis, 1981, vol. 2, issue 1, 53-62

Abstract: Abstract. In this paper we shall consider the interpolation problem under the condition that the spectral density of a stationary process concerned is vaguely known (i.e., Huber's ε ‐contaminated model). Then we can get a minimax robust interpolator for the class of spectral densities S={ g:g(x)=(1‐ε)f(x)+εh(x)ε Ar Do, 0

Date: 1981
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1981.tb00311.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:2:y:1981:i:1:p:53-62

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().