Sejling, Ken; Madsen, Henrik; Holst, Jan; Holst, Ulla; Englund, J.E. Methods for Robust Estimation of AR-parameters. In: Computational Statistics and Data Analysis, Vol. 17, 1994, p. 509-536. (pdf)
Henrik Madsen
Professor, Section Head for Dynamical Systems, Applied Mathematics and Computer Sciences, Technical University of Denmark