scientific article

zbMath1220.62114MaRDI QIDQ3008336

Tomáš Hanzák, Tomáš Cipra

Publication date: 15 June 2011

Full work available at URL: https://eudml.org/doc/197187

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

outliersKalman filterrobust smoothing and forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

Exponential smoothing based on L-estimation ⋮ Robust Two-Step Wavelet-Based Inference for Time Series Models ⋮ Robust Kalman tracking and smoothing with propagating and non-propagating outliers

Cites Work

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• Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation.
• Robust forecasting with exponential and Holt-Winters smoothing
• High Breakdown-Point Estimates of Regression by Means of the Minimization of an Efficient Scale
• A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
• Holt-Winters Method with Missing Observations

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