对Søren Johansen和Bent Nielsen的论文《线性时间序列回归模型异常值检测算法的渐近理论》的讨论

Discussion of the Paper ”Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models” 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线性回归渐近理论计量经济学