EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS (Q5285830)
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scientific article; zbMATH DE number 222964
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| English | EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS |
scientific article; zbMATH DE number 222964 |
Statements
EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS (English)
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29 June 1993
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AI outlier
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AO outlier
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AR model
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EM algorithm
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autoregressive moving- average \((\text{ARMA}(p,q))\) model
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aberrant observations
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aberrant innovations
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expectation-maximization algorithm
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time series
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outliers
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approximation
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0.7739396095275879
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0.765162467956543
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0.7629700303077698
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0.7614990472793579
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