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Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models
Søren Johansen
, Bent Nielsen
31
Citations (Scopus)
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Dive into the research topics of 'Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models'. Together they form a unique fingerprint.
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Mathematics
Asymptotic Theory
68%
Estimator
25%
Forward Search
36%
Gauge
45%
Least Trimmed Squares
33%
Linear Time
56%
Observation
14%
Outlier
21%
Outlier Detection
87%
Regression Model
53%
Review
15%
Robust Statistics
30%
Siméon Denis Poisson
17%
Time Series Models
73%
Zero
10%
Business & Economics
Asymptotic Theory
86%
Estimator
17%
Hub
43%
Least Squares Estimator
26%
Outlier Detection
100%
Outliers
29%
Regression Model
53%
Robust Statistics
35%