Outlier detection for stationary time series

Journal of Statistical Planning and Inference

Volumn 99, Issue 2, 2001, Pages 111-127

  Choy, Kokyo ^a  

^a KOMAZAWA UNIVERSITY   (Japan)

Author keywords

60F35; 62F12; 62M15; Additive outlier (AO); Innovations outlier (IO); Maximum likelihood estimation (MLE); Spectral density; Spectrum based outlier detection algorithm (SODA); Stationary time series; Whittle type estimation

Indexed keywords

EID: 0037877466     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(01)00081-7     Document Type: Article

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