Understanding the effect of time series outliers on sample autocorrelations (Q1906312)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Understanding the effect of time series outliers on sample autocorrelations
scientific article

    Statements

    Understanding the effect of time series outliers on sample autocorrelations (English)
    0 references
    0 references
    23 June 1996
    0 references
    additive outliers
    0 references
    Arma model
    0 references
    innovational outliers
    0 references
    level shift
    0 references
    temporary change
    0 references
    sample autocorrelations
    0 references
    identification
    0 references
    time series models
    0 references
    0 references

    Identifiers