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Prediction problems related to a first-order autoregressive process in the presence of outliers - MaRDI portal

Prediction problems related to a first-order autoregressive process in the presence of outliers (Q3419233)

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Prediction problems related to a first-order autoregressive process in the presence of outliers
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    Prediction problems related to a first-order autoregressive process in the presence of outliers (English)
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    6 February 2007
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    autoregressive process
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    outliers
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    imputation
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    estimated predictor
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    average replacement method
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    forecasting replacement method
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    simulations
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