Ursula Gather

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

107

CITATIONS

2

Scholarly Papers (2)

1.

Robust Online Scale Estimation in Time Series: A Regression-Free Approach

Number of pages: 41 Posted: 01 Feb 2008
KU Leuven - Faculty of Business and Economics (FEB), Technische Universität Dortmund, Fakultät Statistik, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and affiliation not provided to SSRN
Downloads 81 (301,366)
Citation 3

Abstract:

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Breakdown point, Inuence function, Online monitoring, Outliers, Robust scale estimation

2.

Regression-Based, Regression-Free and Model-Free Approaches for Robust Online Scale Estimation

Number of pages: 28 Posted: 27 Mar 2009
Technische Universität Dortmund, Fakultät Statistik, KU Leuven - Faculty of Business and Economics (FEB), affiliation not provided to SSRN and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 26 (485,395)

Abstract:

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real-time estimation, robustness, time series, variability