## 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
✦ LIBER ✦
Nonparametric regression estimation in models with weak error's structure
✍ Scribed by Ricardo Fraiman; Gonzalo Pérez Iribarren
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 834 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0047-259X
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