IDEAS home Printed from https://ideas.repec.org/a/bla/jtsera/v3y1982i3p185-194.html
   My bibliography  Save this article

Robust Hypothesis Testing and Robust Time Series Interpolation And Regression

Author

Listed:
  • Saleem A. Kassam

Abstract

. Recent results on minimax robust time series interpolation and regression coefficient estimation are generalized and extended through a relationship with robust hypothesis testing. The spectral uncertainty classes in the time series problems are assumed to be convex and to satisfy an integral constraint such as on the variance of the process. It is shown that robust solutions in such cases can always be obtained from the least‐favourable probability density functions for corresponding hypothesis testing problems. A specific class, the bounded spectral densities from the band model, is considered to illustrate the results.

Suggested Citation

  • Saleem A. Kassam, 1982. "Robust Hypothesis Testing and Robust Time Series Interpolation And Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 3(3), pages 185-194, May.
    • Handle: RePEc:bla:jtsera:v:3:y:1982:i:3:p:185-194
    DOI: 10.1111/j.1467-9892.1982.tb00341.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9892.1982.tb00341.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9892.1982.tb00341.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gather, Ursula & Fried, Roland & Lanius, Vivian, 2005. "Robust detail-preserving signal extraction," Technical Reports 2005,54, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jtsera:v:3:y:1982:i:3:p:185-194. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley-Blackwell Digital Licensing or Christopher F. Baum (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0143-9782 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.