Repeated median and hybrid filters
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Cited by:
- Peter Ruckdeschel & Bernhard Spangl & Daria Pupashenko, 2014. "Robust Kalman tracking and smoothing with propagating and non-propagating outliers," Statistical Papers, Springer, vol. 55(1), pages 93-123, February.
- Oliver Morell & Dennis Otto & Roland Fried, 2013. "On robust cross-validation for nonparametric smoothing," Computational Statistics, Springer, vol. 28(4), pages 1617-1637, August.
- Gather, Ursula & Einbeck, Jochen & Fried, Roland, 2005. "Weighted Repeated Median Smoothing and Filtering," Technical Reports 2005,33, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Schettlinger, Karen & Fried, Roland & Gather, Ursula, 2006. "Robust Filters for Intensive Care Monitoring: Beyond the Running Median," Technical Reports 2006,23, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Lanius, Vivian & Gather, Ursula, 2010. "Robust online signal extraction from multivariate time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 966-975, April.
- Lanius, Vivian & Gather, Ursula, 2007. "Robust online signal extraction from multivariate time series," Technical Reports 2007,38, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Chiarella, Carl & Hung, Hing & T, Thuy-Duong, 2009.
"The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2075-2088, April.
- Carl Chiarella & Hing Hung & Thuy-Duong To, 2005. "The Volatility Structure of the Fixed Income Market under the HJM Framework: A Nonlinear Filtering Approach," Research Paper Series 151, Quantitative Finance Research Centre, University of Technology, Sydney.
- 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.
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