Outlier Detection in Regression Models w
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A. M. Bianco; M. García Ben; E. J. Martínez; V. J. Yohai
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Article
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2001
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John Wiley and Sons
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English
⚖ 130 KB
## 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