Outliers in functional autoregressive time series
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- Romo Urroz, Juan & Lillo Rodríguez, Rosa Elvira & Mingotti, Nicola, 2015. "A Random Walk Test for Functional Time Series," DES - Working Papers. Statistics and Econometrics. WS ws1506, Universidad Carlos III de Madrid. Departamento de Estadística.
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KeywordsAdditive and innovation outliers Local linear regression Nonlinear models Varying-coefficient models;
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