Outlier detection in ARMA models
From MaRDI portal
Publication:3552864
DOI10.1111/j.1467-9892.2008.00595.xzbMath1199.62013MaRDI QIDQ3552864
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2008.00595.x
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62L10: Sequential statistical analysis
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Cites Work
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- Bayesian analysis of some outlier problems in time series
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
- Outlier Detection And Estimation In NonLinear Time Series
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