On the stability of robust filter-cleaners

DOI10.1016/0304-4149(88)90087-7zbMATH Open0658.62114OpenAlexW2084319678MaRDI QIDQ1111302FDOQ1111302

Authors: Andreas Brandt, H. R. Künsch 

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90087-7

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zbMATH Keywords

predictionrobustnessadditive outliersstationary solutionrecursive filtersdependence on initial conditionscontaminated time seriesfilter-cleanersrecursive stochastic equationsstationary AR process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35) Stationary stochastic processes (60G10)

Cites Work

• Infinitesimal robustness for autoregressive processes
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• Optimal robust estimation for discrete time stochastic processes
• Title not available (Why is that?)

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