scientific article; zbMATH DE number 4113799

zbMATH Open0679.62072MaRDI QIDQ4729201FDOQ4729201

Authors: Victor J. Yohai, R. Douglas Martin 

Publication date: 1989

Title of this publication is not available (Why is that?)

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zbMATH Keywords

robustnessM-estimatecontamination modelsFisher consistenttime series outliersbounded-influence regressionAM estimateAR(1) parameterhard-rejectionrobust estimates of ARMA model parametersrobust filter recursion

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and prediction (62M20) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (2)

• Outlier resistant filtering and smoothing
• On the stability of robust filter-cleaners

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