Pages that link to "Item:Q2920028"
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The following pages link to Outlier Detection in Time Series Models Using Local Influence Method (Q2920028):
Displaying 10 items.
- Outlier detection and accommodation in general spatial models (Q333546) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- Local influence analysis in general spatial models (Q1622077) (← links)
- Bayesian local influence for spatial autoregressive models with heteroscedasticity (Q2010803) (← links)
- Asymmetric autoregressive models: statistical aspects and a financial application under COVID-19 pandemic (Q5073401) (← links)
- Stepwise local influence in generalized autoregressive conditional heteroskedasticity models (Q5130157) (← links)
- Influence diagnostics in a vector autoregressive model (Q5220897) (← links)
- Local influence analysis for Poisson autoregression with an application to stock transaction data (Q6063608) (← links)
- Diagnostic analysis for a vector autoregressive model under Student<sup><i>′</i></sup>s <i>t</i>‐distributions (Q6088212) (← links)
- Robust autoregressive modeling and its diagnostic analytics with a COVID-19 related application (Q6579811) (← links)
