Robust estimation iin time series: an approximation to the gaussian sum filter (Q4843850)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 787212
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust estimation iin time series: an approximation to the gaussian sum filter |
scientific article; zbMATH DE number 787212 |
Statements
Robust estimation iin time series: an approximation to the gaussian sum filter (English)
0 references
17 August 1995
0 references
local level model
0 references
Kalman filter
0 references
additive outliers
0 references
step jumps
0 references
robust estimation
0 references
Gaussian sums
0 references
collapsing mixtures
0 references
0.89820164
0 references
0.89223295
0 references
0 references
