Detection of outlier patches in autoregressive time series

Statistica Sinica

Volumn 11, Issue 3, 2001, Pages 651-673

  Justel, Ana ^a   Peña, Daniel ^a   Tsay, Ruey S ^a  

^a NONE

Author keywords

Gibbs sampler; Multiple outliers; Sequential learning; Time series

Indexed keywords

EID: 0346405510     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (19)

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