Robust estimation of linear state space models (Q5085964)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust estimation of linear state space models |
scientific article; zbMATH DE number 7551078
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of linear state space models |
scientific article; zbMATH DE number 7551078 |
Statements
Robust estimation of linear state space models (English)
0 references
30 June 2022
0 references
forecasting
0 references
Kalman filter
0 references
outliers
0 references
time varying parameters
0 references
0 references
