Outlier detection tests based on martingale estimating equations for stochastic processes

DOI10.1016/0304-4149(94)90073-6zbMath0808.62075OpenAlexW2089984037MaRDI QIDQ1343589

Richard M. Huggins

Publication date: 19 January 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90073-6

zbMATH Keywords

sign testregression modelautoregressive processautoregressive errorsfunctions of estimated residualsoutlier detection testrobustified score test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: hypothesis testing (62M07)

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• The Sample Mean Among the Moderate Order Statistics

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