Gelper, Sarah (contributor); Fried, Roland (contributor); … - 2007
. This robust method is equivalent to a particular
form of the robust Kalman lter in a local linear trend model. A … is shown that the
robust method is a special case of the robust Kalman lter in state space modelling and provide … robust method. This illustrates how the robust
method of replacing the original time series by its cleaned version improves …
