scientific article; zbMATH DE number 97750

MaRDI QIDQ4022182zbMATH OpenFDO

Authors Wolfgang Schmid

Publication date 17 January 1993

zbMATH Keywords

asymptotic power functionsmultivariate autoregressive moving-average processprediction valuesshiftstarting-blocktests of discordancytime seriestype I outliers

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 3898062
• On outlier detection in multivariate time series
• Outliers in a multivariate autoregressive moving-average process
• scientific article; zbMATH DE number 3954113
• Identification of a Type I Outlier in an Autoregressive Model

Cited in

(2)

• An outlier test for linear processes
• Outliers in a multivariate autoregressive moving-average process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4022182)