American Society for Quality
Estimation of Time Series Parameters in the Presence of Outliers
Author(s): Ih Chang, George C. Tiao, Chung Chen
Source: Technometrics, Vol. 30, No. 2 (May, 1988), pp. 193-204
Published by: American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1270165
Accessed: 17/11/2009 03:48
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? 1988 American Statistical Association and
the American Society for Quality Control
TECHNOMETRICS, MAY 1988, VOL. 30, NO. 2
Estimation
of
Time
Series
Parameters
in
the
Presence
of
Outliers
Ih Chang
Pharmaceutical Division
Pennwalt Corporation
Rochester, NY 14623
George C. Tiao
Graduate School of Business
University of Chicago
Chicago, IL 60637
Chung Chen
Department of Managemen