Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen (Q2815577)
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scientific article; zbMATH DE number 6599589
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| English | Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen |
scientific article; zbMATH DE number 6599589 |
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29 June 2016
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Fan plot
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forward search
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Mahalanobis distance
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monitoring
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robustness
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Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen (English)
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