Online analysis of time series by the Qn estimator

Computational Statistics and Data Analysis

Volumn 53, Issue 6, 2009, Pages 2354-2362

  Nunkesser, Robin ^a   Fried, Roland ^a   Schettlinger, Karen ^a   Gather, Ursula ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

TIME SERIES;

GAUSSIAN DATUM; HIGH FREQUENCIES; ON-LINE ANALYSIS; ON-LINE CALCULATIONS; REAL TIME; RELIABLE ESTIMATES; ROBUST ANALYSIS; TIME-VARYING;

TIME SERIES ANALYSIS;

EID: 61549086231     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.02.027     Document Type: Article

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