ESTIMATION OF TIME-SERIES PARAMETERS IN THE PRESENCE OF OUTLIERS

被引:368
作者
CHANG, I
TIAO, GC
CHEN, C
机构
[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637
[2] WASHINGTON STATE UNIV,DEPT MANAGEMENT & SYST,PULLMAN,WA 99164
关键词
ments. Our research was supported partially by grants from the Wisconsin Alumni Research Foundation and the Alcoa Foundation;
D O I
10.2307/1270165
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
15
引用
收藏
页码:193 / 204
页数:12
相关论文
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