A practical method for outlier detection in autoregressive time series modelling (Q911203)
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scientific article; zbMATH DE number 4143300
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A practical method for outlier detection in autoregressive time series modelling |
scientific article; zbMATH DE number 4143300 |
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A practical method for outlier detection in autoregressive time series modelling (English)
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1989
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hat matrix
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influential data
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autoregressive models
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threshold autoregression
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outlier detection
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autoregressive modelling
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Mahalanobis distance
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innovation outliers
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additive outliers
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water resources
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