Shrinkage estimation of contemporaneous outliers in concurrent time serie

DOI10.1080/03610919608813334zbMATH Open0937.62637OpenAlexW2066102501MaRDI QIDQ4337284FDOQ4337284

Authors: Nalini Ravishanker, Dipak K. Dey, Lilian Shiao-Yen Wu 

Publication date: 13 June 2000

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813334

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• scientific article; zbMATH DE number 472959

zbMATH Keywords

bootstrapARIMA modelscovariance estimateinter-series dependence

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Bootstrap in moving average models
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of location parameters for spherically symmetric unimodal distributions under quadratic loss
• Minimax estimation of a normal mean vector when the covariance matrix is unknown
• Combining independent normal mean estimation problems with unknown variances
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• Predicting a Multitude of Time Series
• Reallocation Outliers in Time Series

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