In purpose of estimating parameter, some important work was done by Box and Tiao Abraham(1972), Chang and Tiao(1983), Muculloch Tsay(1994)in outlier mining. And they mainly concerned AR or ARMA model.

• Box和Tiao Abraham(1972)、Chang和Tiao(1983)、Muculloch Tsay(1994)在异常点探测方面做了些有价值的工作,但他们仅着眼于前一方面,且考虑的主要是AR、ARMA模型。