Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models (Q2815576)

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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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