On the stability of robust filter-cleaners

DOI10.1016/0304-4149(88)90087-7MaRDI QIDQ1111302zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3842986 (Why is no real title available?)
• scientific article; zbMATH DE number 3655215 (Why is no real title available?)
• scientific article; zbMATH DE number 3789620 (Why is no real title available?)
• scientific article; zbMATH DE number 4113799 (Why is no real title available?)
• scientific article; zbMATH DE number 3257775 (Why is no real title available?)
• Infinitesimal robustness for autoregressive processes
• Optimal robust estimation for discrete time stochastic processes

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