A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (Q3777272)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4039065
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS |
scientific article; zbMATH DE number 4039065 |
Statements
A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS (English)
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
0 references
0.8704579472541809
0 references
0.8492202162742615
0 references
0.8489041328430176
0 references
0.8433275818824768
0 references
