scientific article

zbMath0745.62090MaRDI QIDQ4009544

Tomáš Cipra, Rosario Romera

Publication date: 27 September 1992

Full work available at URL: https://eudml.org/doc/27447

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time series analysissimulation studystrong consistencyrobust estimationautoregressive parameterAR(1) modelapproximative recursive formulasexact recursive formulasrobustification of Kalman filtersteady model

Mathematics Subject Classification ID

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

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• Robust Statistics