AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR (Q4715812)

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scientific article; zbMATH DE number 946920
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AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR
scientific article; zbMATH DE number 946920

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    AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR (English)
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    23 March 1997
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    multiple outlier problem
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    extreme sums
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    outlier test
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    contaminated autoregressive processes
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    two-sided predictor
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    simulation
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