PAPERS
- Crevits R. and Croux C. (2018), “Robust Estimation of Linear State Space Models,” Communications in Statistics: Simulation and Computation, accepted.
- Crevits R. and Croux C. (2017), “Outlier Robust Particle Filtering,” Submitted.
- Crevits R. and Croux C. (2017), “Forecasting using Robust Exponential Smoothing with Damped Trend and Seasonal Components,” Submitted. Paper R package robets.
- Crevits R. and Croux C. (2017), “Robustness of Maximum Asociation Estimators for a Generalized Regression Model,” Working paper.
SOFTWARE
- ROBETS: R-package for forecasting time series with robust exponential smoothing and for detecting outliers. GitHub link: github.com/RubenCrevits/robets. CRAN link: CRAN.R-project.org/package=robets. Methodology of ROBETS
Ruben Crevits 