Robust maximum likelihood estimation for stochastic state space model with observation outliers
DOI10.1080/00207721.2015.1018369zbMath1345.93147OpenAlexW2037257334MaRDI QIDQ2822333
Publication date: 30 September 2016
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2015.1018369
outliersEM algorithmmaximum likelihood estimationrandomized algorithmparallel algorithmsweighted likelihood estimationstochastic state space modeltrimmed maximum likelihood estimation
Sensitivity (robustness) (93B35) Combinatorial optimization (90C27) Estimation and detection in stochastic control theory (93E10)
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