𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Influential Observations in Time Series

✍ Scribed by Peña, Daniel


Book ID
121299499
Publisher
American Statistical Association
Year
1990
Tongue
English
Weight
358 KB
Volume
8
Category
Article
ISSN
0735-0015

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Influential Observations in Time Series
✍ Daniel Peña 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 282 KB

This article studies how to identify influential observations in univariate autoregressive integrated moving average time series models and how to measure their effects on the estimated parameters of the model. The sensitivity on the parameters to the presence of either additive or innovational outl