A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272)
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English | A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS |
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A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (English)
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1988
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likelihood
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stationary autoregressive moving-average process
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aberrant observation
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innovation models
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score-test
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detection of outliers
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Significance levels
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simulated examples
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