Detecting and treating outliers in dynamic regression models

19937 citationsJournal Article

Authors

Abstract

This paper offers an approach to detecting outliers in multiple time series by studying transfer functions with one input where outliers in the input may or may not be passed to the output.

Topics & Keywords

Advanced Statistical Methods and Models Statistical Methods and Inference Advanced Statistical Process Monitoring

Publication Details

Published in: Biometrika

Volume 80, Issue 4, pp. 847-854

DOI: 10.1093/biomet/80.4.847

Field-Weighted Citation Impact: 0.00

Command Palette

Detecting and treating outliers in dynamic regression models

Authors

Abstract

Topics & Keywords

Publication Details