Detecting an innovative outlier in a set of time series

DOI10.1016/J.CSDA.2003.09.004zbMath1429.62387OpenAlexW2005899199MaRDI QIDQ956957

Chrysseis Caroni, Vassiliki Karioti

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.09.004

zbMATH Keywords

time seriesautoregressive modelinnovative outliers

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Cites Work

• Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem
• On robust testing for conditional heteroscedasticity in time series models
• Detecting outlying series in sets of short time series
• Simple detection of outlying short time series
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