Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’

DOI10.1111/SJOS.12206zbMath1419.62224OpenAlexW2405024010MaRDI QIDQ2815578

Ines Wilms, Christophe Croux

Publication date: 29 June 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12206

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Unnamed Item
• Least Median of Squares Regression
• Robust Estimation of a Location Parameter

This page was built for publication: Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’