Outlier detections in autoregressive models

Journal of Computational and Graphical Statistics

Volumn 12, Issue 2, 2003, Pages 450-471

  McQuarrie, Allan D ^a   Tsai, Chin Ling ^b  

^a JOHNS HOPKINS UNIVERSITY   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Additive outlier; Innovation outlier; Model selection; Robust estimator

Indexed keywords

EID: 0038006348     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/1061860031671     Document Type: Article

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