# C Proofs

Akaike, Hirotugu. 1974. “A New Look at the Statistical Model Identification.” IEEE Transactions on Automatic Control 19 (6). Ieee: 716–23.

Anscombe, F.J., and I. Guttman. 1960. “Rejection of Outliers.” Technometrics 2 (2). The American Society for Quality Control; The American Statistical Association: 123–47.

Cochrane, John H. 2005. “Time Series for Macroeconomics and Finance.” Manuscript, University of Chicago.

Duncan, I., and S. Guerrier. 2016. “Member Plan Choice and Migration in Response to Changes in Member Premiums after Massachusetts Health Insurance Reform.” North American Actuarial Journal.

Hamilton, James Douglas. 1994. Time Series Analysis. Vol. 2. Princeton university press Princeton, NJ.

Hampel, F.R. 1968. “Contributions to the Theory of Robust Estimation.” PhD thesis, University of California, Berkeley.

———. 1973. “Robust Estimation: A Condensed Partial Survey.” Probability Theory and Related Fields 27 (2). Springer: 87–104.

Hampel, F.R., E.M. Ronchetti, P.J. Rousseeuw, and W.A. Stahel. 1987. Robust Statistics: the Approach Based on Influence Functions. Wiley New York.

Hannan, Edward J, and Barry G Quinn. 1979. “The Determination of the Order of an Autoregression.” Journal of the Royal Statistical Society. Series B (Methodological). JSTOR, 190–95.

Hastie, Trevor, Jerome Friedman, and Robert Tibshirani. 2001. The Elements of Statistical Learning. Vol. 1. 10. Springer series in statistics New York, NY, USA:

Huber, P.J. 1973. “Robust Regression: Asymptotics, Conjectures and Monte Carlo.” The Annals of Statistics 1 (5). Institute of Mathematical Statistics: 799–821.

Huber, P.J., and E.M. Ronchetti. 2009. Robust Statistics. John Wiley & Sons Inc.

Krasker, W.S. 1980. “Estimation in Linear Regression Models with Disparate Data Points.” Econometrica 48 (6). The Econometric Society: 1333–46.

Mallows, Colin L. 1973. “Some Comments on c P.” Technometrics 15 (4). Taylor & Francis Group: 661–75.

McQuarrie, Allan DR, and Chih-Ling Tsai. 1998. Regression and Time Series Model Selection. World Scientific.

Ronchetti, E.M. 2006. “The Historical Development of Robust Statistics.”

Schwarz, Gideon, and others. 1978. “Estimating the Dimension of a Model.” The Annals of Statistics 6 (2). Institute of Mathematical Statistics: 461–64.

Shibata, Ritei. 1980. “Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process.” The Annals of Statistics. JSTOR, 147–64.

Shumway, R.H., and D.S. Stoffer. 2010. Time Series Analysis and Its Applications: With R Examples. Springer Texts in Statistics. Springer New York. https://books.google.com/books?id=NIhXa6UeF2cC.