Recursive estimation in autoregressive models with additive outliers

Tomáš Cipra; Asunción Rubio; José Luis Canal

Kybernetika (1993)

  • Volume: 29, Issue: 1, page 62-72
  • ISSN: 0023-5954

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Cipra, Tomáš, Rubio, Asunción, and Canal, José Luis. "Recursive estimation in autoregressive models with additive outliers." Kybernetika 29.1 (1993): 62-72. <http://eudml.org/doc/27706>.

@article{Cipra1993,
author = {Cipra, Tomáš, Rubio, Asunción, Canal, José Luis},
journal = {Kybernetika},
keywords = {AO-AR-models; conditional-mean -estimation; recursive robust estimation; autoregressive models; additive outliers; CMM-estimation},
language = {eng},
number = {1},
pages = {62-72},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Recursive estimation in autoregressive models with additive outliers},
url = {http://eudml.org/doc/27706},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Cipra, Tomáš
AU - Rubio, Asunción
AU - Canal, José Luis
TI - Recursive estimation in autoregressive models with additive outliers
JO - Kybernetika
PY - 1993
PB - Institute of Information Theory and Automation AS CR
VL - 29
IS - 1
SP - 62
EP - 72
LA - eng
KW - AO-AR-models; conditional-mean -estimation; recursive robust estimation; autoregressive models; additive outliers; CMM-estimation
UR - http://eudml.org/doc/27706
ER -

References

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