On outlier detection in multivariate time series

zbMATH Open1176.62084MaRDI QIDQ2390715FDOQ2390715

Authors: Jean-Marie Helbling, Robert Cléroux 

Publication date: 3 August 2009

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

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zbMATH Keywords

influence functionsvector autocorrelations

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (27)

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• A simple diagnostic method of outlier detection for stationary Gaussian time series
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• Outlier Detection in Time Series Models Using Local Influence Method
• Understanding the effect of time series outliers on sample autocorrelations
• Outlier Detection And Estimation In NonLinear Time Series
• Testing for outliers in time series using wavelets
• Outliers Detection in Multivariate Time Series by Independent Component Analysis
• A mixture‐distribution factor model for multivariate outliers
• Detecting and treating outliers in dynamic regression models
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• Outlier detection in environmental monitoring network data: an application to ambient ozone measurements for Houston, Texas
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• A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
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• Detection of outliers and patches in bilinear time series models
• Detecting outlier patterns in time series data
• Time series outlier detection: a new non parametric methodology (washer)
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• Outliers in a multivariate autoregressive moving-average process
• Outliers in dynamic factor models
• OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
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• Outlier Detection in Multivariate Time Series by Projection Pursuit
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