Local influence in time series analysis

MaRDI QIDQ2887724zbMATH OpenFDO

Authors Minhong Lü, Pengjiang Guo

Publication date 1 June 2012

Published in Journal of Northwest University. Natural Sciences Edition (Search for Journal in Brave)

zbMATH Keywords

curvatureperturbations

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(3)

• Assessing influence in Gaussian long-memory models
• Detection of autocorrelation-influential points by dynamic removal
• Local influence analysis for Poisson autoregression with an application to stock transaction data

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