Detecting an innovative outlier in a set of time series

DOI10.1016/J.CSDA.2003.09.004zbMATH Open1429.62387OpenAlexW2005899199MaRDI QIDQ956957FDOQ956957

Authors: Chrysseis Caroni, Vassiliki Karioti 

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.09.004

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zbMATH Keywords

time seriesautoregressive modelinnovative outliers

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Title not available (Why is that?)
• On robust testing for conditional heteroscedasticity in time series models
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• Models for repeated measurements
• Detecting outlying series in sets of short time series
• Simple detection of outlying short time series
• Title not available (Why is that?)
• Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem

Cited In (5)

• Simple detection of outlying short time series
• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
• Genetic algorithms for the identification of additive and innovation outliers in time series
• Maximum Studentized score tests for the detection of outliers in time series regression models
• A score test for outlier detection in AR models

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