Title of article :
Robust recursive estimation for correlated observations
Author/Authors :
Irwin Guttman، نويسنده , , Dennis K. J. Lin، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1995
Keywords :
Spurious observations , Box-Jenkins model , Kalman filter , Mixture distribution , Robust filter
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters