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Detecting Outliers in Time Series Using Simulation

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References and Further Reading

  • Box GEP, Jenkins GM (1970) Time series analysis: forecasting and control. Holden Day, San Francisco

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  • Chen C, Liu LM (1993) Joint estimation of model parameters and outlier effects in time series. J Am Stat Assoc 88:284–297

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  • Lon-Mu L, Hudak GB (1992–2000) Forecasting and time series analysis using the SCA Statistical System, vols 1 and 2. Scientific Computing Associates, Dekalb

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  • Tsay RS (1986) Time series model specification in the presence of outliers. J Am Stat Assoc 81:132–141

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© 2011 Springer-Verlag Berlin Heidelberg

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El-Habil, A.M. (2011). Detecting Outliers in Time Series Using Simulation. In: Lovric, M. (eds) International Encyclopedia of Statistical Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04898-2_209

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