On outlier detection in multivariate time series

zbMath1176.62084MaRDI QIDQ2390715

Robert Cléroux, Jean-Marie Helbling

Publication date: 3 August 2009

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

influence functionsvector autocorrelations

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Exact distribution theory in statistics (62E15) Robustness and adaptive procedures (parametric inference) (62F35)

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