Robust parameter estimation of non-linear state space models using a divergence-based estimator

DOI10.1109/TSP.2025.3576241MaRDI QIDQ6901432zbMATH OpenFDO

Authors Haruya Ishizuka, Hironori Fujisawa

Publication date 12 November 2025

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1109/TSP.2025.3576241

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(1)

• Robust statistics and sparse modeling

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