Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1972 · 753 citations · 8 references
ComputingData ScienceEconometricsStatisticsTime Series AnalysisOutlier DetectionOutlier HandlingOutlier TreatmentTime Series EconometricsTime Series ForecastingTime Series ModelingLikelihood Ratio FrameworkLikelihood Ratio TestingLikelihood Ratio TestsModel-based Outlier DetectionOutlier IdentificationRobust Time Series AnalysisStatistical Outlier DetectionTime Series Outlier Detection
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.
8
F. J. Anscombe · Technometrics · 1960 · 451 citations
EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
J. Durbin · Biometrika · 1959 · 372 citations
Some Remarks on Wild Observations
William Kruskal · Technometrics · 1960 · 89 citations
Computing, Mathematics, Econometrics +12