Graphical and phase space models for univariate time series

DOI10.1007/978-3-642-57678-2_38zbMath1455.62171OpenAlexW13671744MaRDI QIDQ3297961

Roland Fried

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_38

zbMATH Keywords

time series analysismissing dataARMA modelsconditional independencephase space embedding

Mathematics Subject Classification ID

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

Cites Work

• Methodologies for the estimation of missing observations in time series
• Missing observations in ARIMA models: Skipping approach versus additive outlier approach
• A Comparison of the Characteristics of Some Bayesian Forecasting Models
• Analysis of fragmented time series data using box-jenkins models
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
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