## 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
β¦ LIBER β¦
Robust estimation of ARIMA models
β Scribed by Walter Vandaele
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 26 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0304-4076
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