Geodesic
Application of the Chauvenet test to detection of overliers in observations connected in homogeneous Markov chain
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 275-284 Cet article a éte moissonné depuis la source Math-Net.Ru

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Let $x_1,\ldots,x_n$ be random variables, connected in homogeneous Markov chain. Asymptotic behavior of the distribution of random value $N$: number of overliers is investigated for unknown parameters $a$, $\sigma$, and $\rho$. 
@article{ZNSL_2001_278_a16,
     author = {N. M. Khalfina},
     title = {Application of the {Chauvenet} test to detection of overliers in observations connected in homogeneous {Markov} chain},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {275--284},
     year = {2001},
     volume = {278},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a16/}
}
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N. M. Khalfina. Application of the Chauvenet test to detection of overliers in observations connected in homogeneous Markov chain. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 4, Tome 278 (2001), pp. 275-284. http://geodesic.mathdoc.fr/item/ZNSL_2001_278_a16/