Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (Q5172812)
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scientific article; zbMATH DE number 6398386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method |
scientific article; zbMATH DE number 6398386 |
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Parameter Estimation of Autoregressive Models Using the Iteratively Robust Filtered Fast-τ Method (English)
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5 February 2015
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time series
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autocorrelation
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robust estimation
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outlier
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robust filtering
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\(\tau\)-estimate
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