Robust estimation of time-varying processes

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Name	Memorandum
Publisher	University of Twente, Department of Applied Mathematics
No.	2024
ISSN (Print)	1874-4850
ISSN (Electronic)	1874-4850

Keywords

@book{b83b576d643c4bcf80c90a516c435941,

title = "Robust estimation of time-varying processes",

keywords = "Exponential smoothing, Time-varying parameters, Weighted least-squares, Robust estimation, METIS-300244, EWI-24153, IR-88297",

author = "\{den Boer\}, A.V.",

year = "2013",

month = dec,

language = "English",

series = "Memorandum",

publisher = "University of Twente",

number = "2024",

address = "Netherlands",

}

TY - BOOK

T1 - Robust estimation of time-varying processes

AU - den Boer, A.V.

PY - 2013/12

Y1 - 2013/12

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

CY - Enschede

ER -