Estimation • Parametric Estimation • Estimates Based on Prewhitening Additive Outliers (AO) We say that [...] assume that xt and vt are independent. Estimates Based on Prewhitening Let {xk, k = 1, . . . , N} denote [...] ŷt−1 t denotes a robust one-step prediction of yt based on Y t−1 = (y1, . . . , yt−1) > , and is given by