AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR
From MaRDI portal
Publication:4715812
DOI10.1111/j.1467-9892.1996.tb00290.xzbMath0858.62079OpenAlexW2024911026MaRDI QIDQ4715812
Publication date: 23 March 1997
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1996.tb00290.x
simulationoutlier testextreme sumscontaminated autoregressive processesmultiple outlier problemtwo-sided predictor
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
Related Items
Effect of outliers on forecasting temporally aggregated flow variables, Estimating the inverse autocorrelation function from outlier contaminated data
Cites Work
- An outlier test for linear processes
- A note on the asymptotic normality of sums of extreme values
- An outlier test for linear processes. II: Large contamination
- General M-estimates for contaminated p th-order autoregressive processes: Consistency and asymptotic normality
- Identification of a Type I Outlier in an Autoregressive Model