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]

@article{SanubariTO98,
  title = {Robust recursive time series modeling based on an AR model excited by a t-distribution process},
  author = {Junibakti Sanubari and Keiichi Tokuda and M. Onoda},
  year = {1998},
  doi = {10.1109/78.651221},
  url = {http://dx.doi.org/10.1109/78.651221},
  researchr = {https://researchr.org/publication/SanubariTO98},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {46},
  number = {1},
  pages = {218-222},
}