A comparison of several procedures for identifying outliers in contaminated ARMA processes

zbMATH Open0934.62089MaRDI QIDQ1966014FDOQ1966014

Authors: Thomas Flak, R. Sigmund, Wolfgang Schmid 

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

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zbMATH Keywords

outliersidentificationARMA modelssimulation study

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• The Identification of Multiple Outliers in ARIMA Models
• Selecting sub-set autoregressions from outlier contaminated data.
• Out of control (outlier) detection in business data using the \(\mathrm{ARMA}(1,1)\) model
• Time series analysis of process data

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