Recursive Generalized M-Estimators of System Parameters
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Publication:4365703
DOI10.2307/1270909zbMath0902.62114MaRDI QIDQ4365703
Publication date: 18 November 1997
Full work available at URL: https://doi.org/10.2307/1270909
recursive least squares; additive outliers; robust regression; transfer function models; winsorized processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F35: Robustness and adaptive procedures (parametric inference)
62J02: General nonlinear regression
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