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Genetic algorithms for the identification of additive and innovation outliers in time series

  • Published:2001-07 Issue:1 Volume:37 Page:1-12
  • ISSN:0167-9473
  • Container-title:Computational Statistics & Data Analysis
  • language:en
  • Short-container-title:Computational Statistics & Data Analysis

Author:

Baragona Roberto,Battaglia Francesco,Calzini Claudio

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference36 articles.

1. Bayesian analysis of some outlier problems in time series;Abraham;Biometrika,1979

2. Additive and innovational outliers in autoregressive time series: a unified Bayesian approach;Barbieri;Statistica,1998

3. Bayesian estimation of an autoregressive model using Markov chain Monte Carlo;Barnett;J. Economet.,1996

4. Relationship between missing data likelihoods and complete data restricted likelihoods for regression time series models: an application to total ozone data;Basu;Appl. Statist.,1996

5. On the estimation of the inverse correlation function;Battaglia;J. Time Ser. Anal.,1988

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