Robust Estimation for Discrete‐Time State Space Models

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Scandinavian Journal of Statistics 2020 / 07

Robust Estimation for Discrete‐Time State Space Models

Aeberhard, William H., Cantoni, Eva, Field, Chris, Künsch, Hans R., Mills Flemming, Joanna, Xu, Ximing
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Journal:
Scandinavian Journal of Statistics
DOI:
10.1111/sjos.12482
Date:
July, 2020
File:
PDF, 1.18 MB
2020
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