Outlier detection in linear time series regression models

MaRDI QIDQ5237661zbMATH OpenFDO

Authors Arfa Maqsood, S. M. Aqil Burney, Suboohi Safdar, Tahseen Ahmed Jilani

Publication date 18 October 2019

zbMATH Keywords

autoregressive processmodified sequential testoutlierssequential testunivariate time series

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Linear regression; mixed models (62J05) Sequential estimation (62L12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
• Detection of Influential Observation in Linear Regression
• scientific article; zbMATH DE number 3545060 (Why is no real title available?)
• scientific article; zbMATH DE number 3395249 (Why is no real title available?)
• Influence functionals for time series (with discussion)
• Monitoring Renal Transplants: An Application of the Multiprocess Kalman Filter
• Outlier detection in ARMA models
• Robust Estimation of the First-Order Autoregressive Parameter

Cited in

(13)

• Outlier detection in univariate time series data
• Asymptotic theory of outlier detection algorithms for linear time series regression models
• Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen
• Outlier Detection in Time Series Models Using Local Influence Method
• scientific article; zbMATH DE number 3954113 (Why is no real title available?)
• The Multiple Outlier Problem in Time Series Analysis
• Identification of a Type I Outlier in an Autoregressive Model
• Detecting and treating outliers in dynamic regression models
• scientific article; zbMATH DE number 6960658 (Why is no real title available?)
• Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory
• Outlier Detection And Estimation In NonLinear Time Series
• Outlier detection for stationary time series
• Detection of outliers and patches in bilinear time series models

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