Outlier detection for stationary time series (Q5955591)
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scientific article; zbMATH DE number 1705581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Outlier detection for stationary time series |
scientific article; zbMATH DE number 1705581 |
Statements
Outlier detection for stationary time series (English)
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2 July 2002
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additive outliers
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innovations outliers
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maximum likelihood estimation
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spectrum-based outlier detection algorithm
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spectral density
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SODA
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stationary time series
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Whittle-type estimators
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