188 citations · 322 across the 17 of their papers we have counts for
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math.ST2009★ 77 cited
Robust estimation for ARMA models
Nora Muler, Daniel Peña, Víctor J. Yohai
This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period wh…
math.ST2009★ 188 cited
Propagation of outliers in multivariate data
Fatemah Alqallaf, Stefan Van Aelst, Victor J. Yohai +1
We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each…