A CONDITIONAL COOK'S DISTANCE TO ASSESS INFLUENCE IN AUTOREGRESSIVE MODELS

DOI10.1081/STA-100104750zbMath1008.62643MaRDI QIDQ4540663

Andy H. Lee, Hua Lin

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)

Cites Work

• Unnamed Item
• OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS
• Outlier Detection and Time Series Modeling
• Detection of Influential Observation in Linear Regression
• Assessing the predictive influence of cases in a state space process
• The distribution of cook's d statistic
• Outliers detection in time series

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