scientific article; zbMATH DE number 3999071
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Publication:4725567
zbMATH Open0616.62124MaRDI QIDQ4725567FDOQ4725567
Authors: Daniel Peña 
Publication date: 1987
Title of this publication is not available (Why is that?)
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outliersARIMA modelmissing observationsinfluence measuresintervention analysistransfer function modelsKalman filer
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)
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- Outlier detection in time series via mixed-integer conic quadratic optimization
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- Information complexity criteria for detecting influential observations in dynamic multivariate linear models using the genetic algorithm
- Outlier identifiability in time series
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