Methods for recursive robust estimation of AR parameters
(1994) In Computational Statistics & Data Analysis 17(5). p.509-536
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1214880
- author
- Sejling, Ken ; Madsen, Henrik ; Holst, Jan LU ; Holst, Ulla LU and Englund, Jan-Eric
- organization
- publishing date
- 1994
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- additive and innovation outliers, Recursive estimation, robust estimation, time series analysis, bounded-influence estimation
- in
- Computational Statistics & Data Analysis
- volume
- 17
- issue
- 5
- pages
- 509 - 536
- publisher
- Elsevier
- external identifiers
-
- scopus:38149146984
- ISSN
- 0167-9473
- DOI
- 10.1016/0167-9473(94)90146-5
- language
- English
- LU publication?
- yes
- id
- bba959b3-2700-434a-9ec0-53b0c7138654 (old id 1214880)
- alternative location
- http://www.sciencedirect.com/science?_ob=MImg&_imagekey=B6V8V-45GVWS5-2H-1&_cdi=5880&_user=745831&_orig=search&_coverDate=06%2F30%2F1994&_sk=999829994&view=c&wchp=dGLbVtz-zSkzV&md5=ae20f0c5342062b061c702dc0d40ba1d&ie=/sdarticle.pdf
- date added to LUP
- 2016-04-01 12:35:18
- date last changed
- 2021-01-03 06:40:09
@article{bba959b3-2700-434a-9ec0-53b0c7138654,
author = {{Sejling, Ken and Madsen, Henrik and Holst, Jan and Holst, Ulla and Englund, Jan-Eric}},
issn = {{0167-9473}},
keywords = {{additive and innovation outliers; Recursive estimation; robust estimation; time series analysis; bounded-influence estimation}},
language = {{eng}},
number = {{5}},
pages = {{509--536}},
publisher = {{Elsevier}},
series = {{Computational Statistics & Data Analysis}},
title = {{Methods for recursive robust estimation of AR parameters}},
url = {{http://dx.doi.org/10.1016/0167-9473(94)90146-5}},
doi = {{10.1016/0167-9473(94)90146-5}},
volume = {{17}},
year = {{1994}},
}