| Title | Methods for recursive robust estimation of AR parameters |
| Authors | Ken Sejling, Henrik Madsen, Jan Holst, Ulla Holst, Jan-Eric Englund |
| Alternative Location | http://www.sciencedirect.co..., Restricted Access |
| Alternative Location | http://dx.doi.org/10.1016/0... |
| Publication | Computational Statistics & Data Analysis |
| Year | 1994 |
| Volume | 17 |
| Issue | 5 |
| Pages | 509 - 536 |
| Document type | Article |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | North-Holland |
| Keywords | additive and innovation outliers, Recursive estimation, robust estimation, time series analysis, bounded-influence estimation, |
| ISBN/ISSN/Other | ISSN: 0167-9473 |
Questions: webmaster
Last update: 2013-04-11
Centre for Mathematical Sciences, Box 118, SE-22100, Lund. Telefon: +46 46-222 00 00 (vx)