Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815576)

From MaRDI portal





scientific article; zbMATH DE number 6599588
Language Label Description Also known as
English
Asymptotic theory of outlier detection algorithms for linear time series regression models
scientific article; zbMATH DE number 6599588

    Statements

    0 references
    0 references
    29 June 2016
    0 references
    forward search
    0 references
    gauge
    0 references
    Huber-skip
    0 references
    impulse indicator saturation
    0 references
    iterated martingale inequality
    0 references
    iteration of one-step estimators
    0 references
    one-step Huber-skip
    0 references
    robustified least squares
    0 references
    weighted and marked empirical processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Asymptotic theory of outlier detection algorithms for linear time series regression models (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references