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scientific article; zbMATH DE number 61455
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| English | No label defined |
scientific article; zbMATH DE number 61455 |
Statements
27 September 1992
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time series analysis
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robustification of Kalman filter
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approximative recursive formulas
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robust estimation
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exact recursive formulas
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steady model
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AR(1) model
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simulation study
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strong consistency
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autoregressive parameter
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0.92210865
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0.9126463
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0.91090405
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0.9102732
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0.9024484
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0.9023642
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0.90144515
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