Robust maximum likelihood estimation for stochastic state space model with observation outliers (Q2822333): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 09:39, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust maximum likelihood estimation for stochastic state space model with observation outliers |
scientific article |
Statements
Robust maximum likelihood estimation for stochastic state space model with observation outliers (English)
0 references
30 September 2016
0 references
stochastic state space model
0 references
maximum likelihood estimation
0 references
weighted likelihood estimation
0 references
trimmed maximum likelihood estimation
0 references
EM algorithm
0 references
outliers
0 references
randomized algorithm
0 references
parallel algorithms
0 references