• Journal of the Korean Statistical Society
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• v.22 no.2
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• pp.283-306
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• 1993

An outlier detection diagnostic for the detection of k-consecutive atypical observations is considered. The proposed diagnostic is based on the innovational variance estimate utilizing both the interpolated and the predicted residuals. We adopt the interpolation method to construct the proposed diagnostic by replacing atypical observations. The perfomance of the proposed diagnositc is investigated by simulation. A real example is presented.