ON THE EMPIRICAL INFLUENCE FUNCTION OF THE PORTMANTEAU STATISTIC IN AR (1) PROCESS (Q4715700)
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scientific article; zbMATH DE number 946810
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| English | ON THE EMPIRICAL INFLUENCE FUNCTION OF THE PORTMANTEAU STATISTIC IN AR (1) PROCESS |
scientific article; zbMATH DE number 946810 |
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ON THE EMPIRICAL INFLUENCE FUNCTION OF THE PORTMANTEAU STATISTIC IN AR (1) PROCESS (English)
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7 January 1997
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diagnostics
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outliers
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residual autocorrelations
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AR(1) process
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empirical influence function
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portmanteau statistic
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measure of influence
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robust estimation
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Monte Carlo test
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0.8056244850158691
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0.798200786113739
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0.7966724634170532
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