scientific article; zbMATH DE number 3395249
From MaRDI portal
Publication:5663283
zbMath0249.62089MaRDI QIDQ5663283
No author found.
Publication date: 1972
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (87)
The effects of additive outliers in INAR(1) process and robust estimation ⋮ Robust estimation in time series ⋮ Multivariate Autoregressive Time Series Using Schweppe Weighted Wilcoxon Estimates ⋮ A unified approach to nonlinearity, structural change, and outliers ⋮ Robust heart rate variability analysis by generalized entropy minimization ⋮ Outlier detection tests based on martingale estimating equations for stochastic processes ⋮ Unnamed Item ⋮ Effect of outliers on forecasting temporally aggregated flow variables ⋮ A sensibility study of the autobinomial model estimation methods based on a feature similarity index ⋮ Outlier detection and accommodation in general spatial models ⋮ A trimmed mean of location of an AR\((\infty)\) stationary process ⋮ Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models ⋮ Modeling zero inflation in count data time series with bounded support ⋮ Bootstrap order determination for ARMA models: a comparison between different model selection criteria ⋮ Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM ⋮ Median-based estimation of dynamic panel models with fixed effects ⋮ Minimum distance estimation in linear regression with strong mixing errors ⋮ Detecting shocks: Outliers and breaks in time series ⋮ Binomial AR(1) processes with innovational outliers ⋮ Robust residual control chart for contaminated time series: A solution to the effects of outlier-driven parameter misestimation on the control chart performance ⋮ M-periodogram for the analysis of long-range-dependent time series ⋮ Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification ⋮ Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance ⋮ Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms ⋮ An \(M\)-estimator for the long-memory parameter ⋮ Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series ⋮ University student enrollment forecasts by analyzing structural ratios using ARIMA-methods ⋮ Unnamed Item ⋮ Additive outliers in INAR(1) models ⋮ Bayesian inference in a multiple contaminated autoregressive model with trend ⋮ M-estimates for the multiplicative error model ⋮ Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence ⋮ Detection and estimation of additive outliers in seasonal time series ⋮ Analysis of seasonal level shift (SLS) detection in SARIMA models ⋮ A practical method for outlier detection in autoregressive time series modelling ⋮ Residual Responses to Change Patterns of Autocorrelated Processes ⋮ ARFIMA processes and outliers: a weighted likelihood approach ⋮ Outliers in a multivariate autoregressive moving-average process ⋮ A note on influence diagnostics in AR(1) time series models ⋮ Multiresolution anomaly detection method for fractional Gaussian noise ⋮ Unnamed Item ⋮ Scalable anomaly detection in large homogeneous populations ⋮ A new image segmentation algorithm with applications to image inpainting ⋮ A variance shift model for detection of outliers in the linear mixed model ⋮ Wavelet-based detection of outliers in financial time series ⋮ Time series outlier detection based on sliding window prediction ⋮ Spatial ARMA models and its applications to image filtering ⋮ Interventions in INGARCH processes ⋮ Outlier detection in ARMA models ⋮ Detection and estimation of structural changes and outliers in unobserved components ⋮ An outlier test for linear processes ⋮ Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem ⋮ Detecting an innovative outlier in a set of time series ⋮ Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations ⋮ Testing on the first-order autoregressive model with uniform innovations under contamination ⋮ Outliers in functional autoregressive time series ⋮ Testing for directional symmetry in spatial dependence using the periodogram ⋮ Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data ⋮ Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems ⋮ Genetic algorithms for the identification of additive and innovation outliers in time series ⋮ Diagnosing seasonal shifts in time series using state space models ⋮ Online process mean estimation using L1 norm exponential smoothing ⋮ Bias correction for outlier estimation in time series ⋮ Test for parameter change based on the estimator minimizing density-based divergence meas\-ures ⋮ Outlier detection for stationary time series ⋮ Data mining on time series: an illustration using fast-food restaurant franchise data. ⋮ Robust Kalman tracking and smoothing with propagating and non-propagating outliers ⋮ Retrospective Bayesian outlier detection in INGARCH series ⋮ Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series ⋮ Robust estimation in long-memory processes under additive outliers ⋮ Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England ⋮ Interventions in log-linear Poisson autoregression ⋮ Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals ⋮ A robust closed-form estimator for the GARCH(1,1) model ⋮ Robust estimation for ARMA models ⋮ Maximum entropy extreme‐value seasonal adjustment ⋮ Tests Based on Simplicial Depth for AR(1) Models With Explosion ⋮ M-estimate for the stationary hyperbolic GARCH models ⋮ Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series ⋮ A comparison of some estimators of time series autocorrelations ⋮ Nonparametric monitoring of financial time series by jump-preserving control charts ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization ⋮ Forecasting container throughput of Qingdao Port with a hybrid model ⋮ A bootstrap test for additive outliers in non-stationary time series ⋮ Median based covariogram estimators reduce bias ⋮ The Lee-Carter Model for Forecasting Mortality, Revisited ⋮ Unnamed Item
This page was built for publication: