Real-time parameter estimation and output prediction for ARMA-type system models
Remarks on algorithm 32
Repeated regression experiment and estimation of variance components
Robust m-estimator of parameters in variance components model
It is shown that a method of robust estimation in a two way crossed classification mixed model, recently proposed by Bednarski and Zontek (1996), can be extended to a more general case of variance components model with commutative a covariance matrices.
Robust methods in exponential smoothing
Robustness to non-normality of common tests for the many-sample location problem.