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Robustification of the generalized least squares transformation procedure (Q2729171)

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scientific article; zbMATH DE number 1621684
Language Label Description Also known as
English
Robustification of the generalized least squares transformation procedure
scientific article; zbMATH DE number 1621684

    Statements

    author
    Hwee Kwan Chow
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    publication date
    5 May 2003
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    zbMATH Keywords
    Kalman filter
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    M-estimates
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    trimmed least squares
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    robust estimation
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    time series regression
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    title
    Robustification of the generalized least squares transformation procedure (English)
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F35
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    62F10
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    zbMATH DE Number
    1621684
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