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Book Chapter

Finding outliers in linear and nonlinear time series

Springer Berlin Heidelberg, (2013), 243-260
DOI: 10.1007/978-3-642-35494-6_15
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Abstract

The purpose of this contribution is to review outliers in both univariate and multivariate time series. The usual outlier types are presented in several frameworks including linear and nonlinear time series models. The key issues regarding identification of outliers and estimation of their effects in different settings are summarized.

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Galeano, P., & Peña, D. (2013). Finding outliers in linear and nonlinear time series. In Robustness and Complex Data Structures: Festschrift in Honour of Ursula Gather (pp. 243–260). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-642-35494-6_15

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