Outlier detection in ARMA models
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Publication:3552864
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Cites work
- scientific article; zbMATH DE number 4147359 (Why is no real title available?)
- scientific article; zbMATH DE number 36676 (Why is no real title available?)
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- scientific article; zbMATH DE number 3395249 (Why is no real title available?)
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- Bayesian analysis of some outlier problems in time series
- EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Outlier Detection And Estimation In NonLinear Time Series
Cited in
(9)- scientific article; zbMATH DE number 3999071 (Why is no real title available?)
- Out of control (outlier) detection in business data using the \(\mathrm{ARMA}(1,1)\) model
- Outlier detection in linear time series regression models
- Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR(1) processes
- Boxplot-based outlier detection for the location-scale family
- Outliers in a multivariate autoregressive moving-average process
- Analysis of seasonal level shift (SLS) detection in SARIMA models
- Identification of a Type I Outlier in an Autoregressive Model
- A score test for outlier detection in AR models
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