On the robust detection of edges in time series filtering

Computational Statistics and Data Analysis

Volumn 52, Issue 2, 2007, Pages 1063-1074

  Fried, Roland ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Jumps; Outliers; Test resistance; Time series filtering

Indexed keywords

ANALYSIS OF VARIANCE (ANOVA); ROBUST CONTROL; SIGNAL DETECTION; TIME SERIES ANALYSIS;

OUTLIERS; STATISTICAL SIGNAL EXTRACTION; TEST RESISTANCES; TIME SERIES FILTERING;

SIGNAL FILTERING AND PREDICTION;

EID: 35148867102     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2007.06.011     Document Type: Article

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