Robust Filtering

DOI10.1080/01621459.2014.983520zbMath1378.62091OpenAlexW4230240572WikidataQ56609289 ScholiaQ56609289MaRDI QIDQ5367471

Elvezio Ronchetti, Veronika Czellar, Laurent E. Calvet

Publication date: 13 October 2017

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2014.983520

zbMATH Keywords

Kalman filterrobust statisticsstate-space modelrobust filteringparticle filterweight degeneracy

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric robustness (62G35)

Related Items (4)

Robust Two-Step Wavelet-Based Inference for Time Series Models ⋮ Score-Driven Modeling of Spatio-Temporal Data ⋮ A robust score-driven filter for multivariate time series ⋮ Robust state space models for estimating fish stock maturities

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