scientific article; zbMATH DE number 4199401

MaRDI QIDQ3350591zbMATH OpenFDO

Authors Robert M. Kunst

Publication date 1989

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)

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(4)

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

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