Asymptotic theory of outlier detection algorithms for linear time series regression models: Rejoinder
Outlier detection algorithms are intimately connected with robust statistics that down-weight some observations to zero. We define a number of outlier detection algorithms related to the Huber-skip and least trimmed squares estimators, including the one-step Huber-skip estimator and the forward sear...
| Main Authors: | , |
|---|---|
| Format: | Journal article |
| Published: |
Wiley
2016
|