Abstract
Various robust versions of the classical methods of power spectra estimation are considered.Their performance evaluation is studied in autoregressive models with contamination.It is found out that the best robust estimates of power spectra are based on robusthighly efficient estimates of autocovariances. Several open problems for future researchare formulated.
Cite
CITATION STYLE
APA
Shevlyakov, G., Lyubomishchenko, N., & Smirnov, P. (2014). A Few Remarks on Robust Estimation of Power Spectra. Austrian Journal of Statistics, 43(4), 237–245. https://doi.org/10.17713/ajs.v43i4.42
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free