A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
scientific article

    Statements

    A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (English)
    0 references
    0 references
    0 references
    1988
    0 references
    likelihood
    0 references
    stationary autoregressive moving-average process
    0 references
    aberrant observation
    0 references
    innovation models
    0 references
    score-test
    0 references
    detection of outliers
    0 references
    Significance levels
    0 references
    simulated examples
    0 references

    Identifiers