Outlier detection in ARMA models
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Publication:3552864
DOI10.1111/J.1467-9892.2008.00595.XzbMATH Open1199.62013OpenAlexW2097832835MaRDI QIDQ3552864FDOQ3552864
Authors: Hamid Louni 
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
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Cites Work
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- Joint Estimation of Model Parameters and Outlier Effects in Time Series
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- Outlier Detection And Estimation In NonLinear Time Series
- Bayesian analysis of some outlier problems in time series
- A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
- Title not available (Why is that?)
- EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
Cited In (9)
- Title not available (Why is that?)
- Outlier detection in linear time series regression models
- Out of control (outlier) detection in business data using the \(\mathrm{ARMA}(1,1)\) model
- 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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