Understanding the effect of time series outliers on sample autocorrelations (Q1906312)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Understanding the effect of time series outliers on sample autocorrelations |
scientific article |
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Understanding the effect of time series outliers on sample autocorrelations (English)
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23 June 1996
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additive outliers
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Arma model
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innovational outliers
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level shift
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temporary change
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sample autocorrelations
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identification
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time series models
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