Journal of Computational and Applied Mathematics · 2020 · 17 citations · 37 references
Natural SciencesMathematicsDynamical SystemsTime Series AnalysisRobust Statistical ModelingRobust StatisticsState-space ModelsTime Series EconometricsTime Series ForecastingTime Series ModelingModel IdentificationRobust Time Series AnalysisRobust Time Series EstimationRobust Time Series ModelingStatistical Time Series Models
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Robust Statistics: The Approach Based on Influence Functions
David Ruppert, Frank R. Hampel, Elvezio Ronchetti et al. · Technometrics · 1987 · 3.8K citations
Maximum likelihood estimation via the ECM algorithm: A general framework
Xiao‐Li Meng, Donald B. Rubin · Biometrika · 1993 · 1.8K citations