Reallocation Outliers in Time Series

DOI10.2307/2986234zbMATH Open0825.62682OpenAlexW2526481796MaRDI QIDQ4844017FDOQ4844017

Authors: Nalini Ravishanker, Lilian Shiao-Yen Wu, Jonathan R. M. Hosking 

Publication date: 17 August 1995

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2986234

Recommendations

• scientific article; zbMATH DE number 472959
• Outliers in multivariate time series
• OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
• scientific article; zbMATH DE number 3954113

zbMATH Keywords

outliersforecastinglikelihood ratio testautoregressive moving average model

Mathematics Subject Classification ID

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

Cited In (6)

• THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION
• Detecting shocks: Outliers and breaks in time series
• Effect of outliers on forecasting temporally aggregated flow variables
• Shrinkage estimation of contemporaneous outliers in concurrent time serie
• Sensitivity of the portmanteau statistic in time series modeling
• Forecasting volatility in GARCH models with additive outliers

This page was built for publication: Reallocation Outliers in Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4844017)