Detecting Possibly Non-Consecutive Outliers in Industrial Time Series

DOI10.1111/1467-9868.00126zbMath0909.62082OpenAlexW1965835003MaRDI QIDQ4214238

Alberto Luceño

Publication date: 8 April 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00126

zbMATH Keywords

predictioninterpolationlikelihood functionrobust estimationnonstationary processnoninvertible model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Survival analysis and censored data (62N99)

Related Items (6)

CHECKING STATIONARITY AND INVERTIBILITY IN TIME SERIES MODELS—FINDING THE INVERTIBLE FORM IN THE VECTOR CASE ⋮ Sensitivity of the portmanteau statistic in time series modeling ⋮ Effect of outliers on forecasting temporally aggregated flow variables ⋮ Genetic algorithms for the identification of additive and innovation outliers in time series ⋮ Intra-Cluster Correlation in the Normal Model ⋮ On time-irreversibility and other non-linear features in time series

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