Shrinkage estimation of contemporaneous outliers in concurrent time serie

DOI10.1080/03610919608813334zbMath0937.62637OpenAlexW2066102501MaRDI QIDQ4337284

Ravishanker, Nalini, Dey, Dipak K., Lilian Shiao-Yen Wu

Publication date: 13 June 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813334

zbMATH Keywords

bootstrapARIMA modelscovariance estimateinter-series dependence

Mathematics Subject Classification ID

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

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