Kalman filter with outliers and missing observations

Test

Volumn 6, Issue 2, 1997, Pages 379-395

  Cipra, T ^a   Romera, R ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b Universidad Carlos III de Madrid   (Spain)

Author keywords

Kalman filter; missing observations; outliers; time series analysis

Indexed keywords

EID: 34548775498     PISSN: 11330686     EISSN: 18638260     Source Type: Journal    
DOI: 10.1007/BF02564705     Document Type: Article

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