Time Series Model Specification in the Presence of Outliers
Abstract Outliers are commonplace in data analysis. Time series analysis is no exception. Noting that the effect of outliers on model identification statistics could be serious,...
Publications
2 shownOrder Selection in Nonstationary Autoregressive Models
In Hannan (1980), some limiting properties of the order selection criteria, AIC, BIC, and $\\phi(p, q)$ for modeling stationary time series were derived. In this paper, we gener...
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 424
- Institution
- Carnegie Mellon University
External Links
Identifiers
- ORCID
- 0000-0002-4949-4035
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.