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State space methods for robust estimation in AR-models with external regressors
| Metadata Label | Value |
|---|---|
| Author(s): | Sangiorgio, Christian |
| Publisher: | ETH |
| Citation: | Sangiorgio, Christian. State space methods for robust estimation in AR-models with external regressors. ETH (2005). http://dx.doi.org/10.3929/ethz-a-005088917 |
| Document Type: | Doctoral and Habilitation Theses |
| Documents: |
Abstract
(138.01KB),
Fulltext
(6.00MB) |
Detailed Information
| Metadata | Description |
|---|---|
| Title | State space methods for robust estimation in AR-models with external regressors |
| Author(s) | Sangiorgio, Christian |
| Publication Place | Zürich |
| Publisher | ETH |
| Publication Date | 2005 |
| Notes | Diss., Mathematische Wissenschaften, Eidgenössische Technische Hochschule ETH Zürich, Nr. 16063, 2005 |
| Language | English |
| DOI | http://dx.doi.org/10.3929/ethz-a-005088917 |
| Subject(s) | Mathematical Statistics |
| Keyword(s) |
ESTIMATION OF PARAMETERS AND STATE ESTIMATION MATHEMATICAL STATISTICS STOCHASTIC APPROXIMATION MONTE CARLO METHODS STOCHASTICS ROBUST ESTIMATION ERROR MODELS PROBABILITY THEORY |
| Description | File Name | MIME Type | Size |
|---|---|---|---|
| Abstract |
eth-28270-01.pdf |
application/pdf | 138.01KB |
| Fulltext |
eth-28270-02.pdf |
application/pdf | 6.00MB |
| Description | URL |
|---|---|
| NEBIS Link | http://opac.nebis.ch/F/?local_base=NEBIS&func=find-b&find_code=SYS&request=005088917 |
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E-Collection record created: Sat, 19 Apr 2008, 03:29:15 CET