OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS (Q3203884)

From MaRDI portal
scientific article
Language Label Description Also known as
English
OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
scientific article

    Statements

    OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS (English)
    0 references
    0 references
    1990
    0 references
    0 references
    ARMA model
    0 references
    missing observation
    0 references
    outlier
    0 references
    likelihood displacement
    0 references
    model perturbation
    0 references
    Diagnostics
    0 references
    time series estimates
    0 references
    innovation variance
    0 references
    0 references