Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589)
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scientific article; zbMATH DE number 713913
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| English | Outlier detection tests based on martingale estimating equations for stochastic processes |
scientific article; zbMATH DE number 713913 |
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Outlier detection tests based on martingale estimating equations for stochastic processes (English)
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19 January 1995
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outlier detection test
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robustified score test
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sign test
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functions of estimated residuals
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autoregressive process
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regression model
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autoregressive errors
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0.8492202162742615
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0.8126300573348999
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0.8089926242828369
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0.8084068894386292
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