scientific article; zbMATH DE number 472959

MaRDI QIDQ4272822zbMATH OpenFDO

Authors Greta M. Ljung

Publication date 2 January 1994

zbMATH Keywords

estimation of additive outliersestimation of missing or deleted observationsGaussian autoregressive moving average processinnovational outliersinterpolationleave-\(k\)-out diagnosticslikelihood functionoutlier detectionrecursive procedurescore criteriastudentized residualstime series

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(52)

• A time series bootstrap procedure for interpolation intervals
• Detecting shocks: Outliers and breaks in time series
• Detecting outlying series in sets of short time series
• Detection and estimation of structural changes and outliers in unobserved components
• Detection and estimation of additive outliers in seasonal time series
• A single-index model procedure for interpolation intervals in time series
• Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches
• Outliers in functional autoregressive time series
• Bias correction for outlier estimation in time series
• Detection of outlier patches in autoregressive time series
• Outlier Detection in Time Series Models Using Local Influence Method
• Outliers in Time Series: An Empirical Likelihood Approach
• Maximum Studentized score tests for the detection of outliers in time series regression models
• OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
• Outlier detection and accommodation in general spatial models
• Outlier Detection and Time Series Modeling
• scientific article; zbMATH DE number 4169910 (Why is no real title available?)
• Robust time series estimation via weighted likelihood
• A score test for outlier detection in AR models
• The Multiple Outlier Problem in Time Series Analysis
• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
• Detecting Possibly Non-Consecutive Outliers in Industrial Time Series
• scientific article; zbMATH DE number 548901 (Why is no real title available?)
• THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION
• Shrinkage estimation of contemporaneous outliers in concurrent time serie
• A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
• scientific article; zbMATH DE number 6951453 (Why is no real title available?)
• The Identification of Multiple Outliers in ARIMA Models
• Reallocation Outliers in Time Series
• Outlier detection in time series via mixed-integer conic quadratic optimization
• The Lee-Carter model for forecasting mortality, revisited
• A new correction approach for information criteria to detect outliers in regression modeling
• Time series outlier detection: a new non parametric methodology (washer)
• Maximum entropy extreme‐value seasonal adjustment
• Outlier detection in linear time series regression models
• Jumps in equilibrium prices and market microstructure noise
• EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS
• The computational efficiency of outlier estimates for different generating process
• Outlier Detection And Estimation In NonLinear Time Series
• Selecting sub-set autoregressions from outlier contaminated data.
• Genetic algorithms for the identification of additive and innovation outliers in time series
• Outlier detection for stationary time series
• Outlier identifiability in time series
• Analysis of crisis effects via maximum entropy adjustment
• Simultaneous detection of structural breaks and outliers in time series
• Multivariate spatial outlier detection using robust geographically weighted methods
• A practical method for outlier detection in autoregressive time series modelling
• Outliers in a multivariate autoregressive moving-average process
• Missing observation analysis for matrix-variate time series data
• Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem
• Detecting an innovative outlier in a set of time series
• Detection of outliers and patches in bilinear time series models

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