Outliers in functional autoregressive time series

DOI10.1016/J.SPL.2005.02.003zbMATH Open1065.62152OpenAlexW2019155478MaRDI QIDQ2483872FDOQ2483872

Authors: Francesco Battaglia 

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.02.003

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zbMATH Keywords

Nonlinear modelsAdditive and innovation outliersLocal linear regressionVarying-coefficient models

Mathematics Subject Classification ID

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

Cites Work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Title not available (Why is that?)
• Current developments in time series modelling
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Functional-Coefficient Autoregressive Models
• Title not available (Why is that?)
• Adaptive Varying-Coefficient Linear Models
• Title not available (Why is that?)
• Nonlinear wavelet estimation of time-varying autoregressive processes
• Local M-estimator for nonparametric time series.
• Robust estimation of bilinear time series models
• Outlier Detection And Estimation In NonLinear Time Series
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Detection of additive outliers in bilinear time series

Cited In (8)

• Title not available (Why is that?)
• Using robust FPCA to identify outliers in functional time series, with applications to the electricity market
• Detection of outlier patches in autoregressive time series
• Outlier detection in adaptive functional-coefficient autoregressive models based on extreme value theory
• A practical method for outlier detection in autoregressive time series modelling
• Title not available (Why is that?)
• Innovational Outliers in INAR(1) Models
• Outlier detection in ARMA models

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