Outliers detection in time series

DOI10.1080/00949659308811473zbMath0925.62381OpenAlexW2095224328MaRDI QIDQ4851421

Yer Van Hui, Andy H. Lee

Publication date: 8 November 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811473

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09)

Related Items (3)

Evaluation of robust outlier detection methods for zero-inflated complex data ⋮ A CONDITIONAL COOK'S DISTANCE TO ASSESS INFLUENCE IN AUTOREGRESSIVE MODELS ⋮ Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers

Cites Work

• Outlier Detection and Time Series Modeling
• Model Checking via Parametric Bootstraps in Time Series Analysis

This page was built for publication: Outliers detection in time series