Bounded Influence Propagation $\tau$ -Estimation: A New Robust Method for ARMA Model Estimation

DOI10.1109/TSP.2016.2634539zbMath1414.94429arXiv1607.01192MaRDI QIDQ4620700

Abdelhak M. Zoubir, Michael Muma

Publication date: 8 February 2019

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

Full work available at URL: https://arxiv.org/abs/1607.01192

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Asymptotic properties of conditional least-squares estimators for array time series ⋮ Autocovariance estimation in the presence of changepoints

This page was built for publication: Bounded Influence Propagation $\tau$ -Estimation: A New Robust Method for ARMA Model Estimation