Geodesic
Detection of gross errors by the Chauvenet test for observations connected in a~homogeneous Markov chain
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 137-142

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The Chauvenet rule for detection of gross errors is extended for the case of a stationary Gaussian Markov chain with unknown correlation. Bibliography: 2 titles. 
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     author = {N. M. Khalfina},
     title = {Detection of gross errors by the {Chauvenet} test for observations connected in a~homogeneous {Markov} chain},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {137--142},
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     volume = {207},
     year = {1993},
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     url = {http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a11/}
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N. M. Khalfina. Detection of gross errors by the Chauvenet test for observations connected in a~homogeneous Markov chain. Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part 10, Tome 207 (1993), pp. 137-142. http://geodesic.mathdoc.fr/item/ZNSL_1993_207_a11/