Detecting outlying series in sets of short time series

DOI10.1016/S0167-9473(01)00078-0zbMath0993.62078MaRDI QIDQ1605166

Chrysseis Caroni, Vassiliki Karioti

Publication date: 15 July 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

outlierslikelihood ratio testsAR(1) modelshort time seriesnormal outlier tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (2)

Simple detection of outlying short time series ⋮ Detecting an innovative outlier in a set of time series

Uses Software

• itsmr

Cites Work

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• Simple detection of outlying short time series
• On testing for serial correlation in large numbers of small samples
• Analysis of short time series with an over-dispersion model

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