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Detecting an innovative outlier in a set of time series

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  • Caroni, C.
  • Karioti, V.

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  • Caroni, C. & Karioti, V., 2004. "Detecting an innovative outlier in a set of time series," Computational Statistics & Data Analysis, Elsevier, vol. 46(3), pages 561-570, June.
    • Handle: RePEc:eee:csdana:v:46:y:2004:i:3:p:561-570
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    References listed on IDEAS

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    1. Duchesne, Pierre, 2004. "On robust testing for conditional heteroscedasticity in time series models," Computational Statistics & Data Analysis, Elsevier, vol. 46(2), pages 227-256, June.
    2. Karioti, V. & Caroni, C., 2002. "Detecting outlying series in sets of short time series," Computational Statistics & Data Analysis, Elsevier, vol. 39(3), pages 351-364, May.
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    Cited by:

    1. Ausloos, Marcel & Cerqueti, Roy & Bartolacci, Francesca & Castellano, Nicola G., 2018. "SME investment best strategies. Outliers for assessing how to optimize performance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 754-765.

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