THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION (Q4319846)
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scientific article; zbMATH DE number 711386
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION |
scientific article; zbMATH DE number 711386 |
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THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION (English)
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6 February 1995
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Gaussian AR(p) process
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additive outlier of unknown position
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zero-mean Gaussian stochastic process
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upper bound
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invariant detector
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bootstrapped detector
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approximate likelihood ratio criteria
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leave-one- out diagnostic
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