Robust estimation in long-memory processes under additive outliers

52 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Robust estimation of the scale and of the autocovariance function of Gaussian short‐ and long‐range dependent processes (2009, methodology): “ are equal to 1148 and 89.05, respectively. The question has been raised as to whether the Nile time series contains outliers; see for example Beran (1992), Robinson (1995), Chareka et al. (2006) and Fajardo et al. (2009). The test procedure developed by Chareka et al. (2006), suggests the presence ”