Outlier Detection in Time Series Models Using Local Influence Method

DOI10.1080/03610926.2011.558664zbMath1270.62121OpenAlexW2100929668MaRDI QIDQ2920028

Lei Shi, Jun Lu, Fei Chen

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.558664

zbMATH Keywords

outliersinfluential observationstime series dataperturbation schemeARIMA modelstepwise local influence analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

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Cites Work

• Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
• Local influence in ridge regression
• Local influence in multilevel regression for growth curves
• Stepwise local influence analysis
• Local Influence for Incomplete Data Models
• Local Influence to Detect Influential Data Structures for Generalized Linear Mixed Models
• Conformal Normal Curvature and Assessment of Local Influence
• Local influence in principal components analysis
• Leverage, local influence and curvature in nonlinear regression