## Abstract A diagnostic procedure for detecting additive and innovation outliers as well as level shifts in a regression model with ARIMA errors is introduced. The procedure is based on a robust estimate of the model parameters and on innovation residuals computed by means of robust filtering. A M
Detection of outliers and robust estimation using fuzzy clustering
β Scribed by Bernard Van Cutsem; Isak Gath
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 962 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0167-9473
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