Penalized likelihood smoothing in robust state space models

Metrika

Volumn 49, Issue 3, 1999, Pages 173-191

  Fahrmeir, Ludwig ^a   Künstler, Rita ^a  

^a UNIVERSITY OF MUNICH   (Germany)

Author keywords

Additive outliers; EM algorithm; Innovations outliers; Iterative Kalman Filtering; Non Gaussian state space models

Indexed keywords

EID: 0033472568     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001840050007     Document Type: Article

References (19)

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