Robust recursive time series modeling based on an AR model excited by a t-distribution process

Junibakti Sanubari, Keiichi Tokuda, M. Onoda. Robust recursive time series modeling based on an AR model excited by a t-distribution process. IEEE Transactions on Signal Processing, 46(1):218-222, 1998. [doi]

Authors

Junibakti Sanubari

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Keiichi Tokuda

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M. Onoda

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