Robust maximum likelihood estimation for stochastic state space model with observation outliers (Q2822333)
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scientific article; zbMATH DE number 6631724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust maximum likelihood estimation for stochastic state space model with observation outliers |
scientific article; zbMATH DE number 6631724 |
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Robust maximum likelihood estimation for stochastic state space model with observation outliers (English)
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30 September 2016
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stochastic state space model
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maximum likelihood estimation
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weighted likelihood estimation
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trimmed maximum likelihood estimation
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EM algorithm
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outliers
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randomized algorithm
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parallel algorithms
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