Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576): Difference between revisions
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Revision as of 18:30, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models |
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Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (English)
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29 June 2016
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forward search
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gauge
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Huber-skip
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impulse indicator saturation
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iterated martingale inequality
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iteration of one-step estimators
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one-step Huber-skip
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robustified least squares
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weighted and marked empirical processes
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