Selecting sub-set autoregressions from outlier contaminated data.

DOI10.1016/S0167-9473(00)00038-4zbMath1080.62513OpenAlexW2055584610MaRDI QIDQ5940999

Richard Glendinning

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(00)00038-4

zbMATH Keywords

Additive outlierBackward selectionData cleaningModel selectionRobust proceduresSub-set autoregression

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Uses Software

• AS 183

Cites Work

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