On the Tractability of Some Discordancy Statistics for Modelling Outliers in a Univariate Time Series

Authors

  • I. U. MOFFAT
  • R. A. Okon

Keywords:

Outliers, Generalized Extreme Studentized Deviate (ESD), Univariate time series, Autocorrelation function (ACF).

Abstract

This paper compares the tractability of four discordancy statistics for modelling outliers based on extremeness. They are: the Generlaized Extreme Studentized Deviate (ESD), Grubb

References

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Published

2015-02-21

How to Cite

MOFFAT, I. U., & Okon, R. A. (2015). On the Tractability of Some Discordancy Statistics for Modelling Outliers in a Univariate Time Series. International Journal of Sciences: Basic and Applied Research (IJSBAR), 17(2), 412–422. Retrieved from https://gssrr.org/index.php/JournalOfBasicAndApplied/article/view/3377

Issue

Vol. 17 No. 2 (2014)

Section

Articles

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