OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS

DOI10.1111/J.1467-9892.1990.TB00060.XzbMATH Open0716.62086OpenAlexW2040151236MaRDI QIDQ3203884FDOQ3203884

Authors: Johannes Ledolter 

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

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zbMATH Keywords

outlierARMA modellikelihood displacementinnovation variancemissing observationDiagnosticsmodel perturbationtime series estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
• Title not available (Why is that?)
• Bayesian analysis of some outlier problems in time series

Cited In (6)

• Title not available (Why is that?)
• Reallocation Outliers in Time Series
• A CONDITIONAL COOK'S DISTANCE TO ASSESS INFLUENCE IN AUTOREGRESSIVE MODELS
• Sensitivity of the portmanteau statistic in time series modeling
• Title not available (Why is that?)
• Dynamic linear model diagnostics

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