Robust recursive estimation for correlated observations (Q1892118): Difference between revisions
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Revision as of 06:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust recursive estimation for correlated observations |
scientific article |
Statements
Robust recursive estimation for correlated observations (English)
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13 February 1996
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Box-Jenkins model
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mixture distribution
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robust filter
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spurious observations
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ARMA(1,1) process
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Kalman filter
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robust recursive estimation
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correlated observations
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AR(2) process
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outliers
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