Outliers in a multivariate autoregressive moving-average process (Q916291)
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scientific article; zbMATH DE number 4153751
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Outliers in a multivariate autoregressive moving-average process |
scientific article; zbMATH DE number 4153751 |
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Outliers in a multivariate autoregressive moving-average process (English)
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1990
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time series
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outlier-robust estimation
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type I outlier
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multivariate ARMA-process
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maximum likelihood method
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contamination
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test of discordancy
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general linear hypothesis
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white noise
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0.854282796382904
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0.8311128616333008
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0.8229154944419861
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