Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series
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Publication:2802910
DOI10.1111/jtsa.12145zbMath1381.62245OpenAlexW2148022486MaRDI QIDQ2802910
Domenico Cucina, Francesco Battaglia, Roberto Baragona
Publication date: 3 May 2016
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12145
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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Cites Work
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