Discussion of the Paper 'Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models' by Johansen & Nielsen.

Subjects

Subjects :

*OUTLIER detection
*LINEAR systems
*ALGORITHMS
*TIME series analysis
*ASYMPTOTIC theory in regression analysis
*REGRESSION analysis

Details

Language :

English

ISSN :

03036898

Volume :

43

Issue :

2

Database :

Academic Search Index

Journal :

Scandinavian Journal of Statistics

Publication Type :

Academic Journal

Accession number :

115295001

Full Text :

https://doi.org/10.1111/sjos.12214