关于Søren Johansen和Bent Nielsen的《线性时间序列回归问题的异常值检测算法的渐近理论》的讨论

Discussion on "Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Problems" by Søren Johansen and Bent Nielsen

Scandinavian Journal of Statistics · 2016
被引 0
ABS 3
时间序列分析异常值检测渐近理论线性回归