Understanding the effect of time series outliers on sample autocorrelations
type: Item
instance of: scholarly article
title: Understanding the effect of time series outliers on sample autocorrelations
zbMATH Open document ID: 0839.62084
DOI: 10.1007/BF02563108
published in: Test
publication date: 1996-06-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 843674
zbMATH Keywords: additive outliers
zbMATH Keywords: Arma model
zbMATH Keywords: innovational outliers
zbMATH Keywords: level shift
zbMATH Keywords: temporary change
zbMATH Keywords: sample autocorrelations
zbMATH Keywords: identification
zbMATH Keywords: time series models
author: Wai Sum Chan
MaRDI profile type: Publication
cites work: Q4137964
cites work: Joint Estimation of Model Parameters and Outlier Effects in Time Series
description: scientific article; zbMATH DE number 843674