Discussion of the paper ``Asymptotic theory of outlier detection algorithms for linear time series regression models'' by Johansen and Nielsen (Q2815582)
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scientific article; zbMATH DE number 6599594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discussion of the paper ``Asymptotic theory of outlier detection algorithms for linear time series regression models'' by Johansen and Nielsen |
scientific article; zbMATH DE number 6599594 |
Statements
29 June 2016
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false discovery rate
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Huber-skip estimators
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martingale inequalities
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nonstationary regressors
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one-step \(M\)-estimators
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outlier detection
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smooth outlier rejection
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Discussion of the paper ``Asymptotic theory of outlier detection algorithms for linear time series regression models'' by Johansen and Nielsen (English)
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