scientific article; zbMATH DE number 3898062

MaRDI QIDQ3677003zbMATH OpenFDO

Authors Wolfgang Schmid

Publication date 1984

zbMATH Keywords

asymptotic distributionsautoregressive processgeophysical time seriesoutlier of the first kindoutlier of the second kindrobustnesstests for detecting outlierswhite noise

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(8)

• Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR(1) processes
• scientific article; zbMATH DE number 97750 (Why is no real title available?)
• Identification of a Type I Outlier in an Autoregressive Model
• scientific article; zbMATH DE number 548901 (Why is no real title available?)
• THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION
• AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR
• An outlier test for linear processes
• Outliers in a multivariate autoregressive moving-average process

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