Estimation (BLADE) filter generates a strictly stationary, ergodic, and invertible sequence of time-varying parameters under mild … regularity conditions. Within an extended quasi score-driven estimation framework, obtained by generalizing the required moment … corrupted observations. Monte Carlo experiments under non-contaminated and contaminated estimation environments confirm these …

model violations, a maximum trimmed likelihood estimation (MTLE) approach is utilized to derive a system of nonlinear … efficiency for uncontaminated data but significantly improves overall estimation quality in the presence of data irregularities …