Ruckdeschel, Peter; Spangl, Bernhard; Pupashenko, Daria - In: Statistical Papers 55 (2014) 1, pp. 93-123
presence of propagating outliers. This calls for robustness understood in a distributional sense, i.e.; we enlarge the …</CitationRef>), we propose new robust recursive filters and smoothers designed for this purpose as well as specialized versions for non-propagating … outliers. We apply these procedures in the context of a GPS problem arising in the car industry. To better understand these …