OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS (Q3203884)
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scientific article; zbMATH DE number 4180602
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| English | OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS |
scientific article; zbMATH DE number 4180602 |
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OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS (English)
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1990
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ARMA model
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missing observation
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outlier
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likelihood displacement
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model perturbation
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Diagnostics
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time series estimates
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innovation variance
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0.8017141222953796
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0.8017141222953796
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0.7959606647491455
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