The following pages link to (Q3477850):
Displaying 25 items.
- Forecasting the US unemployment rate (Q951881) (← links)
- Assessing influence in Gaussian long-memory models (Q1023794) (← links)
- Unit root tests for time series with outliers (Q1129416) (← links)
- Outlier detection tests based on martingale estimating equations for stochastic processes (Q1343589) (← links)
- Detecting `potential' outliers in time series: Some Monte Carlo evidence on dummy variable plot approaches (Q1345549) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- Influence diagnostics in log-linear integer-valued GARCH models (Q1621988) (← links)
- A goodness-of-fit test for VARMA\((p, q)\) models (Q1643801) (← links)
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria (Q1658076) (← links)
- Improved time-variant fuzzy time series forecast (Q2271111) (← links)
- Stepwise local influence analysis (Q2445805) (← links)
- Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches (Q2474515) (← links)
- Bias correction for outlier estimation in time series (Q2500646) (← links)
- Spectral density estimation with amplitude modulation and outlier detection (Q2581117) (← links)
- Outliers in Time Series: An Empirical Likelihood Approach (Q2963073) (← links)
- Robust Time Series Analysis through the Forward Search (Q3298740) (← links)
- Outlier detection in ARMA models (Q3552864) (← links)
- Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
- Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498) (← links)
- (Q5101689) (← links)
- Stepwise local influence in generalized autoregressive conditional heteroskedasticity models (Q5130157) (← links)
- A new diagnostic tool for VARMA(<i>p</i>,<i>q</i>) models (Q5384672) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
- Genetic algorithms for the identification of additive and innovation outliers in time series (Q5941422) (← links)
- Outlier detection for stationary time series (Q5955591) (← links)
