Robust estimation iin time series: an approximation to the gaussian sum filter (Q4843850)
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scientific article; zbMATH DE number 787212
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| English | Robust estimation iin time series: an approximation to the gaussian sum filter |
scientific article; zbMATH DE number 787212 |
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Robust estimation iin time series: an approximation to the gaussian sum filter (English)
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17 August 1995
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local level model
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Kalman filter
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additive outliers
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step jumps
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robust estimation
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Gaussian sums
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collapsing mixtures
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0.89820164
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0.89223295
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