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Robust estimation for discrete‐time state space models

  • Published:2020-10-06 Issue:4 Volume:48 Page:1127-1147
  • ISSN:0303-6898
  • Container-title:Scandinavian Journal of Statistics
  • language:en
  • Short-container-title:Scand J Statist

Author:

Aeberhard William H.12ORCID,Cantoni Eva3,Field Chris2,Künsch Hans R.4,Mills Flemming Joanna2,Xu Ximing5

Affiliation:

1. Department of Mathematical Sciences Stevens Institute of Technology

2. Department of Mathematics and Statistics Dalhousie University

3. Research Center for Statistics and GSEM University of Geneva

4. Seminar für Statistik ETH Zurich

5. School of Statistics and Data Science Nankai University

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference45 articles.

1. Review of State-Space Models for Fisheries Science

2. State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

3. On the question of the biological basis of fisheries;Baranov F. I.;Nauchnye Issledovaniya Ikhriologicheskii Institutu Izvestiya,1918

4. Asymptotic Techniques for Use in Statistics

5. Data analysis, and computer intensive methods, volume 109 of lecture notes in statistics;Bianco A. M.,1996

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