On the stability of robust filter-cleaners
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Publication:1111302
DOI10.1016/0304-4149(88)90087-7zbMath0658.62114MaRDI QIDQ1111302
Hans R. Künsch, Andreas Brandt
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
prediction; robustness; stationary solution; additive outliers; recursive filters; dependence on initial conditions; contaminated time series; filter-cleaners; recursive stochastic equations; stationary AR process
62M20: Inference from stochastic processes and prediction
62F35: Robustness and adaptive procedures (parametric inference)
60G10: Stationary stochastic processes
Cites Work