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M-periodogram for the analysis of long-range-dependent time series |
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| Authors: | F A Fajardo V A Reisen M S Taqqu |
| Institution: | 1. DEST – Universidade Federal do Espirito Santo, Espirito Santo, Brazil;2. DEST and PPGEA – Universidade Federal do Espirito Santo, Espirito Santo, Brazil;3. Laboratoire des Signaux et Systèmes, CNRS, Université Paris-Saclay, Paris, France;4. Department of Mathematics, Boston University, Boston, MA, USA |
| Abstract: | |
| Keywords: | Time series robust estimation long memory outliers pollution |