Recursive Generalized M-Estimators of System Parameters

DOI10.2307/1270909zbMath0902.62114OpenAlexW2097941183MaRDI QIDQ4365703

Carlo Grillenzoni

Publication date: 18 November 1997

Full work available at URL: https://doi.org/10.2307/1270909

zbMATH Keywords

recursive least squaresadditive outliersrobust regressiontransfer function modelswinsorized processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

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