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Q3925755 - MaRDI portal

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scientific article

    Statements

    publication date
    1981
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    zbMATH Keywords
    Kalman filter
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    robust filtering
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    time series
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    outliers
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    dynamic linear model
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    score function
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    Student-\(t\) distributions
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    stable distribution
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62F15
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    62L12
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    93E11
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    60G35
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    zbMATH DE Number
    3740623
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