Pages that link to "Item:Q1906312"
From MaRDI portal
The following pages link to Understanding the effect of time series outliers on sample autocorrelations (Q1906312):
Displaying 4 items.
- Robust Dickey-Fuller tests based on ranks for time series with additive outliers (Q506584) (← links)
- Analyzing the effects of level shifts and temporary changes on the identification of ARIMA models (Q4266352) (← links)
- Forecasting volatility in GARCH models with additive outliers (Q5440098) (← links)
- Jump detection in high-frequency financial data using wavelets (Q5880608) (← links)
