Robust time series analysis through the forward search

DOI10.1007/978-3-642-57489-4_80zbMATH Open1444.62012OpenAlexW1569484039MaRDI QIDQ3298740FDOQ3298740

Authors: 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

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zbMATH Keywords

forward searchlevel shifttime series modelsubset sizetransitory change

Mathematics Subject Classification ID

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

Cites Work

• Least Median of Squares Regression
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Robust diagnostic regression analysis
• Title not available (Why is that?)
• STATIONARY AND NON-STATIONARY STATE SPACE MODELS
• Title not available (Why is that?)

Cited In (12)

• Analysis of the forward search using some new results for martingales and empirical processes
• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
• Analyzing Financial Time Series through Robust Estimators
• Robustness for multilevel models with the forward search
• Robust analysis of variance: an approach based on the forward search
• Robust methods for the analysis of spatially autocorrelated data
• The forward search: theory and data analysis
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter
• Title not available (Why is that?)
• The forward search interactive outlier detection in cointegrated VAR analysis
• Extensions of the Forward Search to Time Series
• Forward search added-variable t-tests and the effect of masked outliers on model selection

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