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  • Search: subject:"robust tentative identification"
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Monte Carlo simulations 1 outliers 1 robust extended autocorrelation function 1 robust regression estimation 1 robust tentative identification 1 time series models 1
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Hella, Heikki 1
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Suomen Pankki 1
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On robust ESACF identification of mixed ARIMA models
Hella, Heikki - Suomen Pankki - 2004
Statistical data sets often contain observations that differ markedly from the bulk of the data. These outlying observations, ‘outliers’, have given rise to notable risks for statistical analysis and inference. Unfortunately, many of the classical statistical methods, such as ordinary least...
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