Local influence in time series analysis
From MaRDI portal
Publication:2887724
zbMATH Open1248.62153MaRDI QIDQ2887724FDOQ2887724
Publication date: 1 June 2012
Published in: Journal of Northwest University. Natural Sciences Edition (Search for Journal in Brave)
Recommendations
- Outlier Detection in Time Series Models Using Local Influence Method
- A note on influence diagnostics in AR(1) time series models
- Local and deletion diagnostic
- Stepwise local influence in generalized autoregressive conditional heteroskedasticity models
- Assessment of Local Influence in GARCH Processes
Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
This page was built for publication: Local influence in time series analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887724)
