Robust time series analysis: a survey

Norbert Stockinger; Rudolf Dutter

Kybernetika (1987)

  • Volume: 23, Issue: Suppl, page (1)-88
  • ISSN: 0023-5954

How to cite


Stockinger, Norbert, and Dutter, Rudolf. "Robust time series analysis: a survey." Kybernetika 23.Suppl (1987): (1)-88. <>.

author = {Stockinger, Norbert, Dutter, Rudolf},
journal = {Kybernetika},
keywords = {concepts of robustness; time series models; maximum likelihood type estimation; Robust estimation; ARMA models; outlier; model selection problems; robust filtering; robust smoothing; Monte Carlo results; review; algorithms; numerical procedures},
language = {eng},
number = {Suppl},
pages = {(1)-88},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Robust time series analysis: a survey},
url = {},
volume = {23},
year = {1987},

AU - Stockinger, Norbert
AU - Dutter, Rudolf
TI - Robust time series analysis: a survey
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - Suppl
SP - (1)
EP - 88
LA - eng
KW - concepts of robustness; time series models; maximum likelihood type estimation; Robust estimation; ARMA models; outlier; model selection problems; robust filtering; robust smoothing; Monte Carlo results; review; algorithms; numerical procedures
UR -
ER -


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