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Q4343881 - MaRDI portal

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scientific article; zbMATH DE number 1031889
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English
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scientific article; zbMATH DE number 1031889

    Statements

    author
    Hwee Kwan Chow
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    publication date
    16 December 1997
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    zbMATH Keywords
    time series
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    robust estimation
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    local level model
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    Kalman filter
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    additive outliers
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    \(M\)-estimators
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    Identifiers

    Mathematics Subject Classification ID
    62M20
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    62F35
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    62F10
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    zbMATH DE Number
    1031889
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