Sur l'interaction entre les outliers et les données homogènes lors de la modélisation d'un processus ARMA ou ARIMA

F. Borgard

Revue de Statistique Appliquée (1990)

  • Volume: 38, Issue: 2, page 5-20
  • ISSN: 0035-175X

How to cite

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Borgard, F.. "Sur l'interaction entre les outliers et les données homogènes lors de la modélisation d'un processus ARMA ou ARIMA." Revue de Statistique Appliquée 38.2 (1990): 5-20. <http://eudml.org/doc/106277>.

@article{Borgard1990,
author = {Borgard, F.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {2},
pages = {5-20},
publisher = {Société de Statistique de France},
title = {Sur l'interaction entre les outliers et les données homogènes lors de la modélisation d'un processus ARMA ou ARIMA},
url = {http://eudml.org/doc/106277},
volume = {38},
year = {1990},
}

TY - JOUR
AU - Borgard, F.
TI - Sur l'interaction entre les outliers et les données homogènes lors de la modélisation d'un processus ARMA ou ARIMA
JO - Revue de Statistique Appliquée
PY - 1990
PB - Société de Statistique de France
VL - 38
IS - 2
SP - 5
EP - 20
LA - fre
UR - http://eudml.org/doc/106277
ER -

References

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  1. Abraham, B., and Box, G.E.R. (1979) "Bayesian Analysis of some outlier problems in time series" Biometrika, 66, 229-236. Zbl0407.62063MR548188
  2. Box, G.E.P., and Jenkins, G.M. (1976) Time series analysis : forecasting and control, San Francisco: Holden-Day. Zbl0363.62069MR436499
  3. Fox, A.J. (1972), "Outliers in time series", Journal of the Royal Statistical Society, Ser. B. 34, 350-363. Zbl0249.62089MR331681
  4. Gourieroux, C. et Monfort, A. (1983) Cours de séries temporelles, EconomicaParis. 
  5. Tsay, R.S. (1936) "Time series model specification in the presence of outliers" Journal of the American Statistical Association, Vol. 81, N° 393, 132-141. 

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