Reallocation Outliers in Time Series

DOI10.2307/2986234zbMath0825.62682OpenAlexW2526481796MaRDI QIDQ4844017

Ravishanker, Nalini, 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

zbMATH Keywords

outlierslikelihood ratio testforecastingautoregressive moving average model

Mathematics Subject Classification ID

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

Related Items (6)

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

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