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Outlier detection using robust measures of scale

✍ Scribed by Iglewicz, Boris; Martinez, Jorge


Book ID
118248619
Publisher
Taylor and Francis Group
Year
1982
Tongue
English
Weight
277 KB
Volume
15
Category
Article
ISSN
0094-9655

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## 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