Prediction problems related to a first-order autoregressive process in the presence of outliers

DOI10.4064/AM33-3-2zbMath1105.62088OpenAlexW1971142718MaRDI QIDQ3419233

Sugata Sen Roy, Sourav Chakraborty

Publication date: 6 February 2007

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am33-3-2

zbMATH Keywords

outlierssimulationsimputationautoregressive processaverage replacement methodestimated predictorforecasting replacement method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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