TIME-SERIES MODEL-SPECIFICATION IN THE PRESENCE OF OUTLIERS

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

[2] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[3] ON ASYMPTOTIC-DISTRIBUTION OF AUTOCORRELATIONS OF SAMPLE FROM LINEAR STOCHASTIC-PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03): : 1296 - &

[4] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

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

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

[7] Chang I, 1983, 8 U CHIC STAT RES CT

[8] Chang I., 1982, THESIS U WISCONSIN

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

[10] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316

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

[2] NEW LOOK AT STATISTICAL-MODEL IDENTIFICATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 716 - 723

[3] ON ASYMPTOTIC-DISTRIBUTION OF AUTOCORRELATIONS OF SAMPLE FROM LINEAR STOCHASTIC-PROCESS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (03): : 1296 - &

[4] BARTLETT MS, 1946, J ROY STAT SOC B, V8, P27

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

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

[7] Chang I, 1983, 8 U CHIC STAT RES CT

[8] Chang I., 1982, THESIS U WISCONSIN

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

[10] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316