Detecting outlying series in sets of short time series

DOI10.1016/S0167-9473(01)00078-0zbMATH Open0993.62078MaRDI QIDQ1605166FDOQ1605166

Authors: Vassiliki Karioti, Chrysseis Caroni 

Publication date: 15 July 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

outlierslikelihood ratio testsAR(1) modelshort time seriesnormal outlier tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On testing for serial correlation in large numbers of small samples
• Analysis of short time series with an over-dispersion model
• Simple detection of outlying short time series

Cited In (4)

• Detecting an innovative outlier in a set of time series
• Detection and Correction of Artificial Shifts in Climate Series
• Simple detection of outlying short time series
• The analysis of variability of short data sets based on Mahalanobis distance calculation and surrogate time series testing

Uses Software

• itsmr

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