Detecting an innovative outlier in a set of time series

DOI10.1016/J.CSDA.2003.09.004MaRDI QIDQ956957zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

time seriesautoregressive modelinnovative outliers

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3954113 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 3395249 (Why is no real title available?)
• Detecting outlying series in sets of short time series
• Models for repeated measurements
• On robust testing for conditional heteroscedasticity in time series models
• Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem
• Simple detection of outlying short time series

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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