Robust estimation of time-varying processes

A.V. den Boer

Research output: Book/ReportReportProfessional

19 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.