The following publications are possibly variants of this publication:
- Robust spectral estimation based on ARMA model excited by a t-distribution processJunibakti Sanubari. nsip 1999: 607-611
- A New Robust Two Dimensional Spectral Estimation Based on an AR Model Excited by a t Distribution Process and its QR-Decomposition Recursive AlgorithmJunibakti Sanubari, Keiichi Tokuda. jcsc, 9(1-2):51-66, 1999. [doi]
- Robust two dimensional spectral estimation based on AR model excited by a t-distribution processJunibakti Sanubari, Keiichi Tokuda, Mahoki Onoda. icassp 1996: 2998-3001 [doi]
- Robust recursive spectral estimation based on AR model excited by a t-distribution processJunibakti Sanubari, Keiichi Tokuda, Mahoki Onoda. icassp 1994: 497-500 [doi]
- Robust recursive time series modeling based on an AR model excited by a t-distribution processJunibakti Sanubari, Keiichi Tokuda, M. Onoda. tsp, 46(1):218-222, 1998. [doi]