Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

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Originalsprog	Engelsk
Tidsskrift	Scandinavian Journal of Statistics
Vol/bind	43
Udgave nummer	2
Sider (fra-til)	321-348
Antal sider	28
ISSN	0303-6898
DOI	https://doi.org/10.1111/sjos.12174
Status	Udgivet - jun. 2016

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@article{5b5101c10e18434a923503308bf58176,

title = "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models",

author = "S{\o}ren Johansen and Bent Nielsen",

year = "2016",

month = jun,

doi = "10.1111/sjos.12174",

language = "English",

volume = "43",

pages = "321--348",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell",

number = "2",

}

TY - JOUR

T1 - Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

AU - Johansen, Søren

AU - Nielsen, Bent

PY - 2016/6

Y1 - 2016/6

U2 - 10.1111/sjos.12174

DO - 10.1111/sjos.12174

M3 - Journal article

SN - 0303-6898

VL - 43

SP - 321

EP - 348

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

IS - 2

ER -