Robust filtering

DOI10.1080/01621459.2014.983520MaRDI QIDQ5367471zbMATH OpenOpenAlexWikidataFDO

Authors Laurent E. Calvet, Veronika Czellar, Elvezio Ronchetti

Publication date 13 October 2017

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2014.983520

zbMATH Keywords

Kalman filterstate-space modelparticle filterrobust statisticsrobust filteringweight degeneracy

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Inference from stochastic processes and prediction (62M20)

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(17)

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• Outlier resistant filtering and smoothing
• Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems
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• scientific article; zbMATH DE number 140164 (Why is no real title available?)
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• Robust state space models for estimating fish stock maturities
• Robust filtering and propagation of uncertainty in hidden Markov models
• Filtering With Heavy Tails
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• Fast robust methods for singular state-space models
• Robust particle filter -- anti-zero bias modification
• Adaptive kernels in approximate filtering of state-space models
• Robust Two-Step Wavelet-Based Inference for Time Series Models

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