A note on influence diagnostics in AR(1) time series models

DOI10.1016/j.jspi.2012.05.004zbMath1335.62148MaRDI QIDQ453021

J. Herrera, D. Rodríguez-Gómez

Publication date: 18 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.05.004

zbMATH Keywords

outliers; curvature; local influence; slope

Mathematics Subject Classification ID

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

62E20: Asymptotic distribution theory in statistics

62P99: Applications of statistics

62J20: Diagnostics, and linear inference and regression