Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen

Atkinson, Anthony C.; Cerioli, Andrea; and Riani, Marco (2016) Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. Scandinavian Journal of Statistics, 43 (2). pp. 349-352. ISSN 0303-6898

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Item Type	Article
Keywords	Fan plot,forward search,Mahalanobis distance,monitoring,robustness
Departments	Statistics
DOI	10.1111/sjos.12210
Date Deposited	31 May 2016 13:53
URI	https://researchonline.lse.ac.uk/id/eprint/66724