Outliers in Time Series: An Empirical Likelihood Approach

DOI10.1007/978-3-319-44093-4_3MaRDI QIDQ2963073zbMATH OpenOpenAlexFDO

Authors Domenico Cucina, Roberto Baragona

Publication date 10 February 2017

Published in Topics on Methodological and Applied Statistical Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-44093-4_3

zbMATH Keywords

confidence regionsfossilempirical likelihoodtesting hypothesesnonparametric settingdistributional assumptionsNile river

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Characterization and structure theory of statistical distributions (62E10)

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Cites work

• scientific article; zbMATH DE number 4147359 (Why is no real title available?)
• scientific article; zbMATH DE number 1779488 (Why is no real title available?)
• Calibration of the empirical likelihood method for a vector mean
• Empirical likelihood
• Empirical likelihood and general estimating equations
• Empirical likelihood for linear models
• Empirical likelihood ratio confidence intervals for a single functional
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(3)

• Empirical likelihood for outlier detection and estimation in autoregressive time series
• A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
• scientific article; zbMATH DE number 1211742 (Why is no real title available?)

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