The empirical likelihood method is known to be a flexible and effective approach for testing hypotheses and constructing confidence regions in a nonparametric setting. This framework is adopted here for dealing with the outlier problem in time series where conventional distributional assumptions may be inappropriate in most cases. The procedure is illustrated by a simulation experiment.
Outliers in Time Series: an Empirical Likelihood Approach
Cucina D.
2014
Abstract
The empirical likelihood method is known to be a flexible and effective approach for testing hypotheses and constructing confidence regions in a nonparametric setting. This framework is adopted here for dealing with the outlier problem in time series where conventional distributional assumptions may be inappropriate in most cases. The procedure is illustrated by a simulation experiment.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
