Outlier Detection and Time Series Modeling

DOI10.2307/1268821zbMath0693.62072OpenAlexW2038045252MaRDI QIDQ3468495

Bovas Abraham, Alice Z. Chuang

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/1268821

zbMATH Keywords

regression analysistime seriesARMA processautoregressive processdiagnostic checkingdetection of outliersinnovational outliersfour-step procedureobservational outlier

Mathematics Subject Classification ID

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

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