BACK to VOLUME 29 NO.1

Kybernetika 29(1):62-72, 1993.

Recursive Estimation in Autoregressive Models with Additive Outliers

Tomáš Cipra, José Luis Canal and Asunción Mária Rubio


Abstract:

The paper deals with recursive robust estimation of the autoregressive models with additive outliers (AO-AR-models). Recursive robust procedures based on the idea of CMM-estimation (Conditional-Mean M-estimation) are suggested that enable to treat the AO-AR-models on-line.


Keywords:


AMS:


download full-text.pdf
download abstract.pdf

BIB TeX

@article{kyb:1993:1:62-72,

author = {Cipra, Tom\'{a}\v{s} and Canal, Jos\'{e} Luis and Rubio, Asunci\'{o}n M\'{a}ria},

title = {Recursive Estimation in Autoregressive Models with Additive Outliers},

journal = {Kybernetika},

volume = {29},

year = {1993},

number = {1},

pages = {62-72}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


BACK to VOLUME 29 NO.1