Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Søren Johansen and Bent Nielsen

DOI10.1111/sjos.12215zbMath1419.62259OpenAlexW2556502523MaRDI QIDQ2815583

Silvelyn Zwanzig

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.12215

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

• SimSel: a new simulation method for variable selection
• Controlling Variable Selection by the Addition of Pseudovariables

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