Robust Statistics

The gmwm R Package: A Comprehensive Tool for Time Series Analysis From State-Space Models to Robustness

This publication contributes to work in robust statistics, signal processing, with a focus reflected in its title: The gmwm R Package: A Comprehensive Tool for Time Series Analysis From State-Space Models to Robustness.

Wavelet Variance for Random Fields: An M-Estimation Framework

This publication contributes to work in robust statistics, signal processing, with a focus reflected in its title: Wavelet Variance for Random Fields: An M-Estimation Framework.

Robust Inference for Random Fields and Latent Models

This publication contributes to work in robust statistics, signal processing, with a focus reflected in its title: Robust Inference for Random Fields and Latent Models.

Robust Inference for Time Series Models: A Wavelet-Based Framework

This publication contributes to work in robust statistics, signal processing, with a focus reflected in its title: Robust Inference for Time Series Models: A Wavelet-Based Framework.

Estimation of time series models via robust wavelet variance

A robust time series estimation method is proposed by enhancing the Generalized Method of Wavelet Moments (GMWM) with a robust M-estimator for Wavelet Variance, demonstrating validity through simulation results.