Simple detection of outlying short time series

DOI10.1007/BF02777227zbMath1052.62089OpenAlexW2055763569MaRDI QIDQ1880290

Chrysseis Caroni, Vassiliki Karioti

Publication date: 22 September 2004

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02777227

zbMATH Keywords

simulationsshort time seriesnormal outlier testsAR(1) models

Mathematics Subject Classification ID

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

Related Items (2)

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

Uses Software

• itsmr

Cites Work

• Detecting outlying series in sets of 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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