Publication:4281781
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zbMath0789.62066MaRDI QIDQ4281781
José Luis Canal, Tomáš Cipra, A. M. Rubio
Publication date: 10 March 1994
Full work available at URL: https://eudml.org/doc/27706
autoregressive models; additive outliers; recursive robust estimation; AO-AR-models; CMM-estimation; conditional-mean \(M\)-estimation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
Related Items
Kalman filter with outliers and missing observations, Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers
Cites Work
- Recursive computation of M-estimates for the parameters of a finite autoregressive process
- Stochastic processes and filtering theory
- Kalman filter with a non-linear non-Gaussian observation relation
- Robust Estimation of the First-Order Autoregressive Parameter
- Robust Estimates of Location: Survey and Advances
- Robust Statistics
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