Outlier Detection in Time Series Models Using Local Influence Method
From MaRDI portal
Publication:2920028
DOI10.1080/03610926.2011.558664zbMath1270.62121MaRDI QIDQ2920028
Publication date: 23 October 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.558664
outliers; influential observations; time series data; perturbation scheme; ARIMA model; stepwise local influence analysis
DB lookup for MSC labels failed