ESTIMATION OF TIME-SERIES PARAMETERS IN THE PRESENCE OF OUTLIERS

[1] ABRAHAM B, 1979, BIOMETRIKA, V66, P229, DOI 10.1093/biomet/66.2.229

[2] FITTING OF POWER-SERIES, MEANING POLYNOMIALS, ILLUSTRATED ON BAND-SPECTROSCOPIC DATA [J]. TECHNOMETRICS, 1974, 16 (02) : 147 - 185

[3] Bell W. R., 1983, P BUSINESS EC STATIS, P634

[4] Box G.E.P., 1976, TIME SERIES ANAL

[5] INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (349) : 70 - 79

[6] Chang I., 1982, THESIS U WISCONSIN M

[7] CHEN C, 1984, THESIS U WISCONSIN M

[8] On the frequency function of xy [J]. ANNALS OF MATHEMATICAL STATISTICS, 1936, 7 : 1 - 15

[9] ROBUST ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETER [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 140 - 146

[10] FOX AJ, 1972, J ROY STAT SOC B, V34, P350

[1] ABRAHAM B, 1979, BIOMETRIKA, V66, P229, DOI 10.1093/biomet/66.2.229

[2] FITTING OF POWER-SERIES, MEANING POLYNOMIALS, ILLUSTRATED ON BAND-SPECTROSCOPIC DATA [J]. TECHNOMETRICS, 1974, 16 (02) : 147 - 185

[3] Bell W. R., 1983, P BUSINESS EC STATIS, P634

[4] Box G.E.P., 1976, TIME SERIES ANAL

[5] INTERVENTION ANALYSIS WITH APPLICATIONS TO ECONOMIC AND ENVIRONMENTAL PROBLEMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1975, 70 (349) : 70 - 79

[6] Chang I., 1982, THESIS U WISCONSIN M

[7] CHEN C, 1984, THESIS U WISCONSIN M

[8] On the frequency function of xy [J]. ANNALS OF MATHEMATICAL STATISTICS, 1936, 7 : 1 - 15

[9] ROBUST ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETER [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (365) : 140 - 146

[10] FOX AJ, 1972, J ROY STAT SOC B, V34, P350