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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/51943
Title: Some remarks on robust estimation of power spectra
Authors: Shevlyakov, G. L.
Lyubomishchenko, N. S.
Smirnov, P. O.
Issue Date: 2013
Publisher: Minsk : Publ. center of BSU
Citation: Computer Data Analysis and Modeling: Theoretical and Applied Stochastics : Proc. of the Tenth Intern. Conf., Minsk, Sept. 10–14, 2013. Vol 1. — Minsk, 2013. — P. 97-104
Abstract: Various robust modifications of the classical methods of power spectra esti- mation, both nonparametric and parametric, are considered. Their performance evaluation is studied in autoregressive models with contamination. It is found out that prospective robust estimates of power spectra are based on robust highly efficient estimates of autocovariances and on robust filtering algorithms. Several open problems for future research are formulated.
URI: http://elib.bsu.by/handle/123456789/51943
Appears in Collections:2013. Computer Data Analysis and Modeling. Vol 1
Vol. 1

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