Outliers in time series
AJ Fox - Journal of the Royal Statistical Society Series B …, 1972 - academic.oup.com
AJ Fox
Journal of the Royal Statistical Society Series B: Statistical …, 1972•academic.oup.comOutliers in Time Series Page 1 350 Outliers in Time Series By AJ Foxt Imperial College, London
[Received January 1970. Final revision February 1972] [No.3, 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. Keywords: TIME SERIES; OUTLIERS;
MAXIMUM LIKELIHOOD RATIO TESTS; SIMULATION OF POWER CURVES 1 …
[Received January 1970. Final revision February 1972] [No.3, 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. Keywords: TIME SERIES; OUTLIERS;
MAXIMUM LIKELIHOOD RATIO TESTS; SIMULATION OF POWER CURVES 1 …
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.
Oxford University Press