Recursive Generalized M-Estimators of System Parameters

DOI10.2307/1270909MaRDI QIDQ4365703zbMATH OpenOpenAlexFDO

Authors Carlo Grillenzoni

Publication date 18 November 1997

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

zbMATH Keywords

additive outliersrecursive least squaresrobust regressiontransfer function modelswinsorized processes

Mathematics Subject Classification ID

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

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