Pages that link to "Item:Q4707037"
From MaRDI portal
The following pages link to The Identification of Multiple Outliers in ARIMA Models (Q4707037):
Displaying 8 items.
- Innovational Outliers in INAR(1) Models (Q3064076) (← links)
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
- Analysis of seasonal level shift (SLS) detection in SARIMA models (Q4607386) (← links)
- Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498) (← links)
- (Q5233657) (← links)
- Comments on: Some recent theory for autoregressive count time series (Q5970629) (← links)
- Bayesian inference in a multiple contaminated autoregressive model with trend (Q6050729) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)