Outliers in a multivariate autoregressive moving-average process (Q916291)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Publication:916291 |
scientific article; zbMATH DE number 4153751
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Outliers in a multivariate autoregressive moving-average process |
scientific article; zbMATH DE number 4153751 |
Statements
Outliers in a multivariate autoregressive moving-average process (English)
0 references
1990
0 references
time series
0 references
outlier-robust estimation
0 references
type I outlier
0 references
multivariate ARMA-process
0 references
maximum likelihood method
0 references
contamination
0 references
test of discordancy
0 references
general linear hypothesis
0 references
white noise
0 references
0.854282796382904
0 references
0.8311128616333008
0 references
0.8229154944419861
0 references
