OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
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Publication:3203884
DOI10.1111/j.1467-9892.1990.tb00060.xzbMath0716.62086OpenAlexW2040151236MaRDI QIDQ3203884
Publication date: 1990
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1990.tb00060.x
outlierARMA modellikelihood displacementinnovation variancemissing observationDiagnosticsmodel perturbationtime series estimates
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