Publications
Filtered Results: 6 found
Oct 2016 |
Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen, Soren Johansen |
May 2016 |
Asymptotic theory of outlier detection algorithms for linear time series regression models
in Scandinavian Journal of Statistics Soren Johansen, Bent Nielsen |
Mar 2016 |
Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli Soren Johansen, Bent Nielsen |
Jul 2015 |
Outlier Detection Algorithms for Least Squares Time Series
Bent Nielsen, Soren Johansen |
Jun 2014 |
Model Discovery and Trygve Haavelmo's Legacy
David Hendry, Soren Johansen |
May 2013 |
Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator
Bent Nielsen, Soren Johansen |