scientific article; zbMATH DE number 513088
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Publication:4281781
zbMath0789.62066MaRDI QIDQ4281781
José Luis Canal, Tomáš Cipra, A. M. Rubio
Publication date: 10 March 1994
Full work available at URL: https://eudml.org/doc/27706
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
autoregressive modelsadditive outliersrecursive robust estimationAO-AR-modelsCMM-estimationconditional-mean \(M\)-estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (2)
Kalman filter with outliers and missing observations ⋮ Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
Cites Work
- Recursive computation of M-estimates for the parameters of a finite autoregressive process
- Stochastic processes and filtering theory
- Kalman filter with a non-linear non-Gaussian observation relation
- Robust Estimation of the First-Order Autoregressive Parameter
- Robust Estimates of Location: Survey and Advances
- Robust Statistics
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