A practical method for outlier detection in autoregressive time series modelling (Q911203)
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scientific article; zbMATH DE number 4143300
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| default for all languages | No label defined |
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| English | A practical method for outlier detection in autoregressive time series modelling |
scientific article; zbMATH DE number 4143300 |
Statements
A practical method for outlier detection in autoregressive time series modelling (English)
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1989
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hat matrix
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influential data
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autoregressive models
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threshold autoregression
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outlier detection
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autoregressive modelling
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Mahalanobis distance
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innovation outliers
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additive outliers
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water resources
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0.8442495465278625
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0.8348846435546875
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0.8329424858093262
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0.8328151106834412
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