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Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case

โœ Scribed by TIAO, GEORGE C.; XU, DAMING


Book ID
118144840
Publisher
Oxford University Press
Year
1993
Tongue
English
Weight
886 KB
Volume
80
Category
Article
ISSN
0006-3444

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Modified maximum likelihood method for t
โœ S. Puthenpura; N.K. Sinha ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 304 KB

When experiments are conducted there is always a chance of the occurrence of large measurement errors (outliers). Common identification methods like generalized least squares, maximum likelihood etc. may not converge in these situations due to the presence of oufliers. Here we present a method for t