scientific article; zbMATH DE number 4007467

MaRDI QIDQ3757165zbMATH OpenFDO

Authors

Publication date 1986

zbMATH Keywords

outliersregression estimationrobust testingdetection of shiftsestimates of the change pointRobust recursive estimationstructural shifts

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(2)

• On rank tests for shift detection in time series
• Methods for recursive robust estimation of AR parameters

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