The Multiple Outlier Problem in Time Series Analysis (Q3746738)

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The Multiple Outlier Problem in Time Series Analysis
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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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