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Q4009544 - MaRDI portal

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    author
    Tomáš Cipra
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    Rosario Romera
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    publication date
    27 September 1992
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    zbMATH Keywords
    time series analysis
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    robustification of Kalman filter
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    approximative recursive formulas
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    robust estimation
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    exact recursive formulas
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    steady model
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    AR(1) model
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    simulation study
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    strong consistency
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    autoregressive parameter
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    Identifiers

    zbMATH DE Number
    61455
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