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)
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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
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E-Collection record created: Sat, 19 Apr 2008, 03:29:15 CET