The distribution of the weighted moving median of a sequence of IID observations

Communications in Statistics Part B: Simulation and Computation

Volumn 25, Issue 4, 1996, Pages 1015-1029

  Dunsmuir, William T M ^a   Scott, David J ^b   Qiu, Wang ^c  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF AUCKLAND   (New Zealand)

^c BOND UNIVERSITY   (Australia)

Author keywords

Control charts; Exponential smoothing; Exponentially weighted moving averages; Moving medians; Robust smoothing

Indexed keywords

EID: 1542468065     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919608813356     Document Type: Article

References (5)

1. David, H.A. (1981) Order Statistics, 2nd Edition Wiley, New York.
2. Dunsmuir, W.T.M., P. Jellett and Wang, Q. (1990) Exponentially weighted moving median smoothing of time series. Working paper 1990-3-055 (Series B), School of Information and Computing Sciences
3. Feller, W. (1968) An Introduction to Probability Theory and its Applications, Volume I, 3rd Edition. Wiley, New York.
4. Feller, W. (1966) An Introduction to Probability Theory and its Applications, Volume II. Wiley, New York.
5. Mifsud, C. J. (1980) Combinations in lexicographical order. Algorithm 154. Collected Algorithms from CACM, Volume I, Algorithms 1-220. Association for Computing Machinery, New York.