Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen

Subjects

Subjects :

Statistics and Probability
Asymptotic analysis
Mahalanobis distance
Series (mathematics)
05 social sciences
Regression analysis
01 natural sciences
010104 statistics & probability
0502 economics and business
Anomaly detection
0101 mathematics
Statistics, Probability and Uncertainty
Time complexity
Algorithm
050203 business & management
Mathematics

Details

ISSN :

03036898

Volume :

43

Database :

OpenAIRE

Journal :

Scandinavian Journal of Statistics

Accession number :

edsair.doi...........c030ef530461d47fb598e7d3d088c557

Full Text :

https://doi.org/10.1111/sjos.12210