Outliers in Time Series
- 1 July 1972
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 34 (3) , 350-363
- https://doi.org/10.1111/j.2517-6161.1972.tb00912.x
Abstract
Summary: Two models are considered for outliers and their effects in time series. Likelihood ratio and approximate likelihood ratio criteria are derived for these models and the power functions are compared with that of the approach generally applied in the past.This publication has 6 references indexed in Scilit:
- Some tests of separate families of hypotheses in time series analysisBiometrika, 1967
- Moving Seasonal Adjustment of Economic Time SeriesJournal of the Royal Statistical Society. Series A (General), 1965
- Rejection of OutliersTechnometrics, 1960
- Some Remarks on Wild ObservationsTechnometrics, 1960
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELSBiometrika, 1959
- Extreme Values in Samples from $m$-Dependent Stationary Stochastic ProcessesThe Annals of Mathematical Statistics, 1954