Outliers in functional autoregressive time series

DOI10.1016/J.SPL.2005.02.003MaRDI QIDQ2483872zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Outlier Detection And Estimation In NonLinear 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
• scientific article; zbMATH DE number 472959
• Empirical likelihood for outlier detection and estimation in autoregressive time series

Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• scientific article; zbMATH DE number 3395249 (Why is no real title available?)
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Adaptive Varying-Coefficient Linear Models
• Current developments in time series modelling
• Detection of additive outliers in bilinear time series
• Functional-Coefficient Autoregressive Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Local M-estimator for nonparametric time series.
• Modelling nonlinear random vibrations using an amplitude-dependent autoregressive time series model
• Nonlinear wavelet estimation of time-varying autoregressive processes
• Outlier Detection And Estimation In NonLinear Time Series
• Robust estimation of bilinear time series models

Cited in

(8)

• scientific article; zbMATH DE number 2146646 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4145147 (Why is no real title available?)
• Innovational Outliers in INAR(1) Models
• Outlier detection in ARMA models

This page was built for publication: Outliers in functional autoregressive time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483872)