Publication:3925755
From MaRDI portal
zbMath0472.62096MaRDI QIDQ3925755
No author found.
Publication date: 1981
outliers; time series; Kalman filter; robust filtering; dynamic linear model; stable distribution; score function; Student-\(t\) distributions
62M20: Inference from stochastic processes and prediction
62F15: Bayesian inference
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
62L12: Sequential estimation
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