Highly robust estimation of the autocovariance function

Journal of Time Series Analysis

Volumn 21, Issue 6, 2000, Pages 663-684

  Ma, Yanyuan ^a   Genton, Marc G ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Autocovariance; Breakdown point; Influence function; Robustness; Scale estimation

Indexed keywords

EID: 0000940115     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00203     Document Type: Article

References (36)

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