Robust estimation of linear state space models (Q5085964)
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scientific article; zbMATH DE number 7551078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust estimation of linear state space models |
scientific article; zbMATH DE number 7551078 |
Statements
Robust estimation of linear state space models (English)
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30 June 2022
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forecasting
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Kalman filter
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outliers
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time varying parameters
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