Outlier detection for stationary time series (Q5955591)
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scientific article; zbMATH DE number 1705581
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Outlier detection for stationary time series |
scientific article; zbMATH DE number 1705581 |
Statements
Outlier detection for stationary time series (English)
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2 July 2002
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additive outliers
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innovations outliers
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maximum likelihood estimation
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spectrum-based outlier detection algorithm
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spectral density
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SODA
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stationary time series
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Whittle-type estimators
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0.8817499279975891
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0.8675807118415833
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0.8618372678756714
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0.8527905941009521
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