Local infuluence in time series analysis

LI Ya; CHEN Fei; CHEN Hong; WAN Gang

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LI Ya, CHEN Fei, CHEN Hong, WAN Gang. Local infuluence in time series analysis[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(6): 409-413.

Citation:

LI Ya, CHEN Fei, CHEN Hong, WAN Gang. Local infuluence in time series analysis[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(6): 409-413.

Citation:

LI Ya, CHEN Fei, CHEN Hong, WAN Gang. Local infuluence in time series analysis[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(6): 409-413.

Local infuluence in time series analysis

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In order to developing a tool for identifying over influential observations in time series,a new method is presented for obtaining varies measures of influence for the autocorrelation function,which based on the definition of generalized influence function and generalized Cook statistic.An example of using those methods is also given.

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Local infuluence in time series analysis

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