Outlier Detection in Multivariate Time Series by Projection Pursuit

DOI10.1198/016214505000001131zbMath1119.62360OpenAlexW1998823014MaRDI QIDQ5754973

Daniel Peña, Pedro Galeano, Ruey S. Tsay

Publication date: 20 August 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214505000001131

Mathematics Subject Classification ID

Multivariate analysis (62H99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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