The Multiple Outlier Problem in Time Series Analysis (Q3746738)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Multiple Outlier Problem in Time Series Analysis |
scientific article |
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The Multiple Outlier Problem in Time Series Analysis (English)
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1986
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general linear hypothesis
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asymptotic distribution
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type I outlier
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autoregressive process
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outlier detection and testing
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multiple outlier data
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conditional least-squares estimator
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robustness
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consistency
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