3 Autoregressive moving average models, intervention problems and outlier detection in time series

作者: G.C. Tiao

DOI: 10.1016/S0169-7161(85)05005-2

关键词: Anomaly detectionAutoregressive–moving-average modelIntervention (counseling)StatisticsMathematicsEconometricsSeries (mathematics)Autoregressive integrated moving average

摘要:

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