A Comparison of several procedures for identifying outliers in contaminated ARMA processes

Computational Statistics

Volumn 11, Issue 2, 1996, Pages 175-195

  Flak, Th ^a   Schmid, W ^a   Sigmund, R ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

ARMA model; Identification; Outlier; Simulation study

Indexed keywords

EID: 0030542599     PISSN: 09434062     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (23)

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