OUTLIERS IN TIME SERIES

被引:12
作者
FOX, AJ [1 ]
机构
[1] IMPERIAL COLL,LONDON,ENGLAND
关键词
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:350 / 363
页数:14
相关论文
共 7 条
[1]  
Anscombe F. J., 1960, TECHNOMETRICS, V2, P123, DOI 10.1080/00401706.1960.10489888
[2]   MOVING SEASONAL ADJUSTMENT OF ECONOMIC TIME-SERIES [J].
BURMAN, JP .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-GENERAL, 1965, 128 (04) :534-558
[3]   EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J].
DURBIN, J .
BIOMETRIKA, 1959, 46 (3-4) :306-316
[4]  
GRENANDER U, 1966, STATISTICAL ANALYSIS
[5]  
Kruskal WH., 1960, TECHNOMETRICS, V2, P346, DOI DOI 10.2307/1266526
[6]   SOME TESTS OF SEPARATE FAMILIES OF HYPOTHESES IN TIME SERIES ANALYSIS [J].
WALKER, AM .
BIOMETRIKA, 1967, 54 :39-&
[7]   EXTREME VALUES IN SAMPLES FROM M-DEPENDENT STATIONARY STOCHASTIC PROCESSES [J].
WATSON, GS .
ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (04) :798-800