Outliers in a multivariate autoregressive moving-average process
type: Item
instance of: scholarly article
title: Outliers in a multivariate autoregressive moving-average process
zbMATH Open document ID: 0703.62094
DOI: 10.1016/0304-4149(90)90046-U
author: Wolfgang Schmid
published in: Stochastic Processes and their Applications
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 4153751
zbMATH Keywords: time series
zbMATH Keywords: outlier-robust estimation
zbMATH Keywords: type I outlier
zbMATH Keywords: multivariate ARMA-process
zbMATH Keywords: maximum likelihood method
zbMATH Keywords: contamination
zbMATH Keywords: test of discordancy
zbMATH Keywords: general linear hypothesis
zbMATH Keywords: white noise
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4153751