Outliers in Time Series: An Empirical Likelihood Approach

DOI10.1007/978-3-319-44093-4_3zbMath1359.62358OpenAlexW2530132874MaRDI QIDQ2963073

Domenico Cucina, Roberto Baragona

Publication date: 10 February 2017

Published in: Topics on Methodological and Applied Statistical Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-44093-4_3

zbMATH Keywords

fossilconfidence regionsempirical likelihooddistributional assumptionstesting hypothesesnonparametric settingNile river

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to environmental and related topics (62P12) Nonparametric estimation (62G05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Empirical likelihood for linear models
• Empirical likelihood and general estimating equations
• Calibration of the empirical likelihood method for a vector mean
• Empirical likelihood ratio confidence intervals for a single functional
• The problem of the Nile: Conditional solution to a changepoint problem
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