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On the robust detection of edges in time series filtering

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  • Fried, Roland

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  • Fried, Roland, 2007. "On the robust detection of edges in time series filtering," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 1063-1074, October.
    • Handle: RePEc:eee:csdana:v:52:y:2007:i:2:p:1063-1074
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    References listed on IDEAS

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    1. Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
    2. Achim Zeileis, 2005. "A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 445-466.
    3. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003. "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, vol. 44(1-2), pages 109-123, October.
    4. Schwertman, Neil C. & de Silva, Rapti, 2007. "Identifying outliers with sequential fences," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 3800-3810, May.
    5. P.J. Rousseeuw & A.M. Leroy, 1988. "A robust scale estimator based on the shortest half," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 42(2), pages 103-116, June.
    6. Fried, Roland & Bernholt, Thorsten & Gather, Ursula, 2006. "Repeated median and hybrid filters," Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2313-2338, May.
    7. Zhao, Shan & Wei, G. W., 2003. "Jump process for the trend estimation of time series," Computational Statistics & Data Analysis, Elsevier, vol. 42(1-2), pages 219-241, February.
    8. Lim, Dong Hoon, 2006. "Robust edge detection in noisy images," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 803-812, February.
    9. Wilcox, Rand R., 2006. "Comparing medians," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1934-1943, December.
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