scientific article; zbMATH DE number 3999071

MaRDI QIDQ4725567zbMATH OpenFDO

Authors Daniel Peña

Publication date 1987

zbMATH Keywords

outliersARIMA modelmissing observationsinfluence measuresintervention analysistransfer function modelsKalman filer

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(4)

• 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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