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Methods for recursive robust estimation of AR parameters

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Author

  • Ken Sejling
  • Henrik Madsen
  • Jan Holst
  • Ulla Holst
  • Jan-Eric Englund

Publishing year

1994

Language

English

Pages

509-536

Publication/Series

Computational Statistics & Data Analysis

Volume

17

Issue

5

Document type

Journal article

Publisher

Elsevier

Topic

  • Probability Theory and Statistics

Keywords

  • additive and innovation outliers
  • Recursive estimation
  • robust estimation
  • time series analysis
  • bounded-influence estimation

Status

Published

ISBN/ISSN/Other

  • ISSN: 0167-9473