Robust estimation of time-varying processes

A.V. den Boer

Research output: Book/ReportReportProfessional

17 Downloads (Pure)
Original languageEnglish
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages17
Publication statusPublished - Dec 2013

Publication series

NameMemorandum
PublisherUniversity of Twente, Department of Applied Mathematics
No.2024
ISSN (Print)1874-4850
ISSN (Electronic)1874-4850

Keywords

  • Exponential smoothing
  • Time-varying parameters
  • Weighted least-squares
  • Robust estimation
  • METIS-300244
  • EWI-24153
  • IR-88297

Cite this

den Boer, A. V. (2013). Robust estimation of time-varying processes. (Memorandum; No. 2024). Enschede: University of Twente, Department of Applied Mathematics.
den Boer, A.V. / Robust estimation of time-varying processes. Enschede : University of Twente, Department of Applied Mathematics, 2013. 17 p. (Memorandum; 2024).
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author = "{den Boer}, A.V.",
year = "2013",
month = "12",
language = "English",
series = "Memorandum",
publisher = "University of Twente, Department of Applied Mathematics",
number = "2024",

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den Boer, AV 2013, Robust estimation of time-varying processes. Memorandum, no. 2024, University of Twente, Department of Applied Mathematics, Enschede.

Robust estimation of time-varying processes. / den Boer, A.V.

Enschede : University of Twente, Department of Applied Mathematics, 2013. 17 p. (Memorandum; No. 2024).

Research output: Book/ReportReportProfessional

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AU - den Boer, A.V.

PY - 2013/12

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KW - Exponential smoothing

KW - Time-varying parameters

KW - Weighted least-squares

KW - Robust estimation

KW - METIS-300244

KW - EWI-24153

KW - IR-88297

M3 - Report

T3 - Memorandum

BT - Robust estimation of time-varying processes

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -

den Boer AV. Robust estimation of time-varying processes. Enschede: University of Twente, Department of Applied Mathematics, 2013. 17 p. (Memorandum; 2024).