Outlier detection tests based on martingale estimating equations for stochastic processes

Author:

Huggins R.M.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference22 articles.

1. Neyman-Le Cam tests based on estimating functions;Basawa,1985

2. Robust tests for time series with an application to first-order autoregressive processes;Basawa;Biometrika,1985

3. A short cut test for outliers using residuals;Brown;Biometrika,1975

4. Outlier-detection tests and robust estimators based on signs of residuals;Brown;Comm. Statist. Theory Methods,1979

5. Leave-k-out diagnostics for time series;Bruce;J. Roy. Statist. Soc. B,1989

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