Bayesian analysis of some outlier problems in time series
From MaRDI portal
Publication:4194327
DOI10.1093/biomet/66.2.229zbMath0407.62063OpenAlexW1973559694MaRDI QIDQ4194327
Publication date: 1979
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/66.2.229
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)
Related Items
EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS, Robust recursive estimation for correlated observations, Effect of outliers on forecasting temporally aggregated flow variables, Optimal collapsing of mixture distributions in robust recursive estimation, A statistic to check model adequacy in time series, OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS, Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series, Detection of additive outliers in bilinear time series, Bayesian inference in a multiple contaminated autoregressive model with trend, A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS, Analytical Bayes estimator and distribution for outlier infested time series data, Outliers in a multivariate autoregressive moving-average process, Scalable anomaly detection in large homogeneous populations, Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes, Outlier detection in ARMA models, Detection of outliers and patches in bilinear time series models, Handling spuriosity in the Kalman filter, Genetic algorithms for the identification of additive and innovation outliers in time series, Improved time-variant fuzzy time series forecast, Bias correction for outlier estimation in time series, Outlier detection for stationary time series, Maximum studentized score tests for the detection of outliers in time series regression models, Modelling interventions in INGARCH processes, Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization, Inferences about the parameters of a time series model with changing variance, Effects of autocorrelation on control chart performance, Unnamed Item