Outlier Detection And Estimation In NonLinear Time Series
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Publication:5467596
DOI10.1111/j.1467-9892.2005.00392.xzbMath1092.62081MaRDI QIDQ5467596
Francesco Battaglia, Lia Orfei
Publication date: 24 May 2006
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00392.x
outliers; sunspot numbers; bilinear models; self-exciting threshold autoregressive models; state-dependent models; exponential autoregressive models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
65C05: Monte Carlo methods
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Detection of outliers and patches in bilinear time series models, Outliers in functional autoregressive time series, Outlier detection in ARMA models
Cites Work