A comparison of several procedures for identifying outliers in contaminated ARMA processes

zbMath0934.62089MaRDI QIDQ1966014

Thomas Flak, R. Sigmund, Wolfgang Schmid

Publication date: 2 March 2000

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

identificationoutlierssimulation studyARMA models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Selecting sub-set autoregressions from outlier contaminated data.

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