scientific article; zbMATH DE number 3395249
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Publication:5663283
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(only showing first 100 items - show all)- Robust estimation for ARMA models
- Median based covariogram estimators reduce bias
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers
- Outlier detection tests based on martingale estimating equations for stochastic processes
- Detecting shocks: Outliers and breaks in time series
- Robust estimation in long-memory processes under additive outliers
- Robust heart rate variability analysis by generalized entropy minimization
- Modeling zero inflation in count data time series with bounded support
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria
- Median-based estimation of dynamic panel models with fixed effects
- 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
- Time series outlier detection based on sliding window prediction
- Testing for directional symmetry in spatial dependence using the periodogram
- Nonparametric monitoring of financial time series by jump-preserving control charts
- Robust estimation in time series
- A trimmed mean of location of an AR\((\infty)\) stationary process
- Additive outliers in INAR(1) models
- Detection and estimation of structural changes and outliers in unobserved components
- Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data
- M-estimate for the stationary hyperbolic GARCH models
- Detection and estimation of additive outliers in seasonal time series
- Testing on the first-order autoregressive model with uniform innovations under contamination
- Forecasting container throughput of Qingdao Port with a hybrid model
- Effect of outliers on forecasting temporally aggregated flow variables
- An M-estimator for the long-memory parameter
- 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
- Outliers in functional autoregressive time series
- Bias correction for outlier estimation in time series
- Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
- A comparison of some estimators of time series autocorrelations
- A unified approach to nonlinearity, structural change, and outliers
- Empirical likelihood for outlier detection and estimation in autoregressive time series
- Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals
- Tests based on simplicial depth for AR(1) models with explosion
- A bootstrap test for additive outliers in non-stationary time series
- A sensibility study of the autobinomial model estimation methods based on a feature similarity index
- Outlier detection and accommodation in general spatial models
- Outlier detection in ARMA models
- scientific article; zbMATH DE number 4064318 (Why is no real title available?)
- A note on influence diagnostics in AR(1) time series models
- Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM
- \(M\)-periodogram for the analysis of long-range-dependent time series
- Scalable anomaly detection in large homogeneous populations
- Analysis of seasonal level shift (SLS) detection in SARIMA models
- Spatial ARMA models and its applications to image filtering
- Interventions in log-linear Poisson autoregression
- Outlier detection in time series via mixed-integer conic quadratic optimization
- The Lee-Carter model for forecasting mortality, revisited
- Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
- Minimum distance estimation in linear regression with strong mixing errors
- 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
- Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms
- Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series
- M-estimates for the multiplicative error model
- Residual responses to change patterns of autocorrelated processes
- ARFIMA processes and outliers: a weighted likelihood approach
- Multiresolution anomaly detection method for fractional Gaussian noise
- Online process mean estimation using L₁ norm exponential smoothing
- Detecting outliers in multivariate volatility models: a wavelet procedure
- A robust closed-form estimator for the GARCH(1,1) model
- Maximum entropy extreme‐value seasonal adjustment
- Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series
- Outlier detection in linear time series regression models
- Multivariate autoregressive time series using Schweppe weighted Wilcoxon estimates
- Interventions in INGARCH processes
- Extension of the tuning constant in the Huber's function for robust modeling of piezoelectric systems
- The effects of additive outliers in INAR(1) process and robust estimation
- Genetic algorithms for the identification of additive and innovation outliers in time series
- Outlier detection for stationary time series
- Data mining on time series: an illustration using fast-food restaurant franchise data.
- Retrospective Bayesian outlier detection in INGARCH series
- Bayesian inference in a multiple contaminated autoregressive model with trend
- Softplus beta negative binomial integer-valued GARCH model
- Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence
- Outlier identifiability in time series
- George Box's contributions to time series analysis and forecasting
- The three basic types of residuals for a linear model
- Birnbaum-Saunders autoregressive conditional range model applied to stock index data
- A discussion on the robust vector autoregressive models: novel evidence from safe haven assets
- Robust estimation of (partial) autocorrelation
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
- Detection of atypical response trajectories in biomedical longitudinal databases
- Impact of outlier-adjusted Lee-Carter model on the valuation of life annuities
- Multiple values-inflated bivariate INAR time series of counts: featuring zero-one inflated Poisson-Lindly case
- An outlier test for linear processes
- Analysis of crisis effects via maximum entropy adjustment
- On the edge eigenvalues of the precision matrices of nonstationary autoregressive processes
- Multivariate Singular Spectrum Analysis by Robust Diagonalwise Low-Rank Approximation
- Enhancing mean-variance portfolio optimization through GANs-based anomaly detection
- Robust estimate for count time series using GLARMA models: an application to environmental and epidemiological data
- Diagnosing seasonal shifts in time series using state space models
- Simultaneous detection of structural breaks and outliers in time series
- K -depth tests for testing simultaneously independence and other model assumptions in time series
- Simultaneous detection of gradual and abrupt structural changes in Bayesian longitudinal modelling using entropy and model fit measures
- Malthus in cointegration space: evidence of a post-Malthusian pre-industrial England
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