Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen (Q2815582)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen |
scientific article |
Statements
Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen (English)
0 references
29 June 2016
0 references
false discovery rate
0 references
Huber-skip estimators
0 references
martingale inequalities
0 references
nonstationary regressors
0 references
one-step \(M\)-estimators
0 references
outlier detection
0 references
smooth outlier rejection
0 references