Detecting and treating outliers in dynamic regression models

DOI10.1093/BIOMET/80.4.847zbMath0800.62520OpenAlexW2063432340MaRDI QIDQ4299465

Alan E. Pankratz

Publication date: 4 July 1994

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.4.847

zbMATH Keywords

transfer functionoutlierinterventiondynamic regressionmultiple time seriesmultivariate restricted least squares

Mathematics Subject Classification ID

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

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