A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers

DOI10.1109/TSP.2012.2200480zbMath1393.94350OpenAlexW2052737392MaRDI QIDQ4573983

Cristina S. Maíz, Petar M. Djurić, Joaquín Míguez, Elisa María Molanes-López

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2200480

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Non-Markovian processes: hypothesis testing (62M07)

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