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Methods for recursive robust estimation of AR parameters

Sejling, Ken; Madsen, Henrik; Holst, Jan LU ; Holst, Ulla LU and Englund, Jan-Eric (1994) In Computational Statistics & Data Analysis 17(5). p.509-536
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author
organization
publishing date
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
2008-09-16 16:08:03
date last changed
2017-01-01 05:16:39
@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},
  keyword      = {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},
  volume       = {17},
  year         = {1994},
}