OpenAlex | Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series

Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series

Work

Year: 2018

Type: article

Abstract: This work investigates outlier detection and modelling in non‐Gaussian autoregressive time series models with margins in the class of a convolution closed parametric family. This framework allows for ... more

Source: Journal of Time Series Analysis

Authors Maria Eduarda Silva, Isabel Pereira, Brendan McCabe

Institutions Universidade do Porto, University of Aveiro, University of Liverpool

Cites: 36

Cited by: 6

Related to: 10

FWCI: 0.542

Citation percentile (by year/subfield): 64.1

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder Fundação para a Ciência e a Tecnologia

Grant ID UID/MAT/04106/2019