Detection of outliers and level shifts in time series: An evaluation of two alternative procedures

Journal of Forecasting

Volumn 19, Issue 1, 2000, Pages 23-37

  Vaage, Kjell ^a  

^a UNIVERSITY OF BERGEN   (Norway)

Author keywords

ARMA model; Level change; Model identification; Outlier; Simulation

Indexed keywords

EID: 9644289659     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(200001)19:1<23::aid-for740>3.0.co;2-2     Document Type: Review

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