Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Discussion of the Paper “Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” by Johansen & Nielsen

Authors:	Elvezio Ronchetti

Affiliation:	1. Research Center for Statistics and Geneva School of Economics ManagementUniversity 2. of 3. Geneva

Abstract:

Keywords:	false discovery rate Huber‐skip estimators martingale inequalities nonstationary regressors one‐step M‐estimators outlier detection smooth outlier rejection