A simple diagnostic method of outlier detection for stationary Gaussian time series

DOI10.1080/0266476022000023758zbMATH Open1121.62335OpenAlexW2057771000MaRDI QIDQ3591806FDOQ3591806

Authors: Yuzhi Cai, Neville Davies 

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0266476022000023758

Recommendations

• Outlier detection for stationary time series
• Outlier detection and time series modelling in stationary time series
• A practical method for outlier detection in autoregressive time series modelling
• Outlier Detection And Estimation In NonLinear Time Series
• On outlier detection in multivariate time series

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (3)

• Title not available (Why is that?)
• Assessing influence in Gaussian long-memory models
• Outlier detection in ARMA models

This page was built for publication: A simple diagnostic method of outlier detection for stationary Gaussian time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3591806)