Empirical Likelihood for Outlier Detection and Estimation in Autoregressive Time Series

DOI10.1111/jtsa.12145zbMath1381.62245OpenAlexW2148022486MaRDI QIDQ2802910

Domenico Cucina, Francesco Battaglia, Roberto Baragona

Publication date: 3 May 2016

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12145

zbMATH Keywords

hypothesis testingconfidence regionsgeneral estimating equationsadditive outlierinnovation outlier

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

Empirical likelihood ratio in penalty form and the convex hull problem

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