Outliers in a multivariate autoregressive moving-average process (Q916291)

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Outliers in a multivariate autoregressive moving-average process
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    Outliers in a multivariate autoregressive moving-average process (English)
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    1990
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    time series
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    outlier-robust estimation
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    type I outlier
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    multivariate ARMA-process
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    maximum likelihood method
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    contamination
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    test of discordancy
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    general linear hypothesis
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    white noise
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