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Discussion of the Paper 'Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models' by Søren Johansen and Bent Nielsen

Authors :
Silvelyn Zwanzig
Source :
Scandinavian Journal of Statistics. 43:371-373
Publication Year :
2016
Publisher :
Wiley, 2016.

Abstract

Discussion of the Paper "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models" by Soren Johansen and Bent Nielsen

Details

ISSN :
03036898
Volume :
43
Database :
OpenAIRE
Journal :
Scandinavian Journal of Statistics
Accession number :
edsair.doi...........42660ab2ffa0c725d250d79bc795241c