Robust Time Series Analysis through the Forward Search

DOI10.1007/978-3-642-57489-4_80zbMath1444.62012OpenAlexW1569484039MaRDI QIDQ3298740

Luigi Grossi, Marco Riani

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_80

zbMATH Keywords

forward searchlevel shifttime series modelsubset sizetransitory change

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Related Items (1)

A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity

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• STATIONARY AND NON-STATIONARY STATE SPACE MODELS
• Joint Estimation of Model Parameters and Outlier Effects in Time Series

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