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Details for article 3 of 18 found articles
| Title: |
Assessing influence in time series |
| Author: |
van Hui, Yer Lee, Andy H. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 12 pages 3463-3478 |
| Year: |
1992 |
| Contents: |
This paper studies influential observations on the spectrum of a stationary stochastic process. We introduce a leave-one-out procedure in spectral density estimation to identify influential points. A simulated envelope is proposed to assess the magnitude of influence when the data follow an autoregressive integrated moving average model. Practical illustrations are discussed in two examples. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 3 of 18 found articles
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