Asymptotic theory of outlier detection algorithms for linear time series regression models
Outlier detection algorithms are intimately connected with robust statistics that down-weight some observations to zero. We deÖne a number of outlier detection algorithms related to the Huber-skip and the Least Trimmed Squares estimators, including the 1-step Huber skip estimator and the Forward Sea...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Wiley
2015
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