Outlier detection tests based on martingale estimating equations for stochastic processes
type: Item
instance of: scholarly article
title: Outlier detection tests based on martingale estimating equations for stochastic processes
zbMATH Open document ID: 0808.62075
DOI: 10.1016/0304-4149(94)90073-6
published in: Stochastic Processes and their Applications
publication date: 1995-01-19T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 713913
zbMATH Keywords: outlier detection test
zbMATH Keywords: robustified score test
zbMATH Keywords: sign test
zbMATH Keywords: functions of estimated residuals
zbMATH Keywords: autoregressive process
zbMATH Keywords: regression model
zbMATH Keywords: autoregressive errors
author: Richard Huggins
MaRDI profile type: Publication
full work available at URL: 0304-4149(94)90073-6
OpenAlex ID: W2089984037
cites work: Q5369145
cites work: Robust tests for time series with an application to first-order autoregressive processes
cites work: A short-cut test for outliers using residuals
cites work: Outlier-detection tests and robust estimators based on signs of residuals
cites work: Q3477850
cites work: General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
cites work: The Sample Mean Among the Moderate Order Statistics
cites work: Robust Estimation of the First-Order Autoregressive Parameter
cites work: Q5663283
cites work: The foundations of finite sample estimation in stochastic processes
cites work: Quasi-Likelihood and Optimal Estimation, Correspondent Paper
cites work: Q3911791
cites work: Q3723487
cites work: THE SIGN TEST FOR STOCHASTIC PROCESSES
cites work: On conditional least squares estimation for stochastic processes
cites work: Optimal robust estimation for discrete time stochastic processes
cites work: Q3313123
cites work: Q3965405
cites work: Influence functionals for time series (with discussion)
cites work: A note on strong consistency of least squares estimators in regression models with martingale difference errors
description: scientific article; zbMATH DE number 713913