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On model selection via stochastic complexity in robust linear regression

, and . Journal of Statistical Planning and Inference, 75 (1): 91--116 (Nov 15, 1998)

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Monte Carlo Approximations for General State-Space Models, and . Journal of Computational and Graphical Statistics, 7 (2): 175-193 (1998)A smoothing algorithm for estimating stochastic, continuous time model parameters and its application to a simple climate model, , , , , and . Journal of the Royal Statistical Society: Series C (Applied Statistics), 58 (5): 679-704 (2009)Block length selection in the bootstrap for time series, and . Computational Statistics & Data Analysis, 31 (3): 295--310 (Sep 28, 1999)A variant of importance splitting for rare event estimation: Fixed number of successes., and . ACM Trans. Model. Comput. Simul., 21 (2): 13:1-13:20 (2011)On the stability of robust filter-cleaners, and . Stochastic Processes and their Applications, 30 (2): 253--262 (December 1988)On model selection via stochastic complexity in robust linear regression, and . Journal of Statistical Planning and Inference, 75 (1): 91--116 (Nov 15, 1998)Approximating and Maximising the Likelihood for a General State-Space Model., and . Sequential Monte Carlo Methods in Practice, Springer, (2001)