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

Anthony C. Atkinson, Andrea Cerioli and Marco Riani

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Keywords: Fan plot; forward search; Mahalanobis distance; monitoring; robustness (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2016-06-01
New Economics Papers: this item is included in nep-ets and nep-ore
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Published in Scandinavian Journal of Statistics, 1, June, 2016, 43(2), pp. 349-352. ISSN: 0303-6898

Downloads: (external link)
http://eprints.lse.ac.uk/66724/ Open access version. (application/pdf)

Related works:
Journal Article: Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:66724

Access Statistics for this paper

More papers in LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library LSE Library Portugal Street London, WC2A 2HD, U.K.. Contact information at EDIRC.
Bibliographic data for series maintained by LSERO Manager ().