scientific article; zbMATH DE number 7157622

DOI10.2436/20.8080.02.89zbMath1428.62392MaRDI QIDQ5212099

Aurea Grané, Belén Martín-Barragán, Helena Veiga

Publication date: 24 January 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

waveletsoutlierscorrelationsmultivariate GARCH models

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35) Monte Carlo methods (65C05) Economic time series analysis (91B84)

Cites Work

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• Effects of outliers on the identification and estimation of GARCH models
• Outlier Detection in Multivariate Time Series by Projection Pursuit
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis

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