scientific article; zbMATH DE number 4199401

zbMATH Open0726.62159MaRDI QIDQ3350591FDOQ3350591

Authors: Robert M. Kunst 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

outlierstime seriesMonte Carlo simulationrobust filtering procedure

Mathematics Subject Classification ID

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

Cited In (4)

• Robustification of the generalized least squares transformation procedure
• Exponential smoothing for time series with outliers
• On the stability of robust filter-cleaners
• Statistically-efficient filtering in impulsive environments: Weighted myriad filters

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