Preprint
Jul 2026
Robust estimation of the autocorrelation function via forward ratios
It is obvious to say that an adequate estimation of the autocorrelation function is central in time series analysis. In this paper, we propose three new robust estimators based on ratios of observations, which offer strong resistance against outliers. While the first estimator, which is based on the median, is not effi...
A. Montañés, E. Ruiz
· 0 citations