Selecting sub-set autoregressions from outlier contaminated data. (Q5940999)

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scientific article; zbMATH DE number 1635154
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Selecting sub-set autoregressions from outlier contaminated data.
scientific article; zbMATH DE number 1635154

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    Selecting sub-set autoregressions from outlier contaminated data. (English)
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    20 August 2001
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    Additive outlier
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    Backward selection
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    Data cleaning
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    Model selection
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    Robust procedures
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    Sub-set autoregression
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