Resultados empíricos preliminares de un procedimiento de detección y eliminación de anómalos en series temporales
| dc.contributor.author | López Rico, Margarita | |
| dc.date.accessioned | 2023-06-21T01:32:13Z | |
| dc.date.available | 2023-06-21T01:32:13Z | |
| dc.date.issued | 1989 | |
| dc.description.abstract | La presencia de anómalos en series temporales puede causar sesgos considerables en elementos tales como: a) las funciones muestrales de autocorrelación y autocorrelación parcial, b) los estimadores de los parámetros, c) las predicciones. | |
| dc.description.department | Decanato | |
| dc.description.faculty | Fac. de Ciencias Económicas y Empresariales | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/25172 | |
| dc.identifier.relatedurl | http://economicasyempresariales.ucm.es/working-papers-ccee | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/63918 | |
| dc.issue.number | 04 | |
| dc.language.iso | spa | |
| dc.page.total | 28 | |
| dc.publication.place | Madrid | |
| dc.publisher | Facultad de Ciencias Económicas y Empresariales. Decanato | |
| dc.relation.ispartofseries | Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales. | |
| dc.rights | Atribución-NoComercial-CompartirIgual 3.0 España | |
| dc.rights.accessRights | open access | |
| dc.rights.uri | https://creativecommons.org/licenses/by-nc-sa/3.0/es/ | |
| dc.subject.keyword | Resultados empíricos | |
| dc.subject.keyword | Detección de anómalos | |
| dc.subject.keyword | Eliminación de anómalos | |
| dc.subject.ucm | Econometría (Economía) | |
| dc.subject.unesco | 5302 Econometría | |
| dc.title | Resultados empíricos preliminares de un procedimiento de detección y eliminación de anómalos en series temporales | |
| dc.type | technical report | |
| dc.volume.number | 1989 | |
| dcterms.references | Alba, E. and Van Ryzin, J. (1980), "An Empirical Bayes Approach to Outliers", Journal of Statistical Planning and Inference, 4, 217-236. Chang, I. (1982), "Outliers in Time Series", unpublished Ph. D. dissertation, University of Wisconsin, Dept. of Statistics. Chang, I. and Tiao, G. C. (1983), "Estimation of Time Series Parameters in the Presence of Outliers", Technical Report 8, University of Chicago, Statistics Research Center. Chernick, M. R., Downing, D. J., and Pike, D. H. (1982), "Detecting Outliers in Time Series Data", J. Amer. Statist. Assn. 77, 743-747. Denby, L. and Martin, R. D. (1979), "Robust Estimation of the First Order Autoregressive Parameter", J. Amer. Statist. Assn. 74, 140-146. Devlin, S. J., Gnanadesikan, R. and Kettenring, J. R. (1975), "Robust Estimation and Outlier Detection With Correlation Coefficients", Biometrika 62, 3, 531-545. Fox, A. J. (1972), "Outliers in Time Series", J. Royal Statistical Society, Series B 34, 3, 350-363. Guttman, I. and Tiao, G. C. (1978), "Effect of Correlation on the Estimation of a Mean in the Presence of Spurious Observations", Cannadian J. of Statistics 6, 229-247. Hillmer, S. (1984), "Monitoring and Adjusting Forecasts in the Presence of Additive Outliers", J. of Forecasting 3, 205-215. Hillmer, S., Bell W. R. and Tiao, G C. (1983), "Modeling Considerations in the Seasonal Adjustement of Economic Time Series", in Applied Time Series Analysis of Economic Data, ed. Zellner, Washington, DC: U.S. Bureau of the Census, 74-100. Martin, R. D., Samarov, A. and Vandaele, W. (1983), "Robust Methods for ARIMA Models", in Applied Time Series Analysis of Economic Data, ed. Zellner, Washington, DC: U.S. Bureau of the Census, 153-169. Masreliez, C. J. and Martin, R. D. (1977), "Robust Bayesian Estimation for the Linear Model an Robustifying the Kalman Filter", IEEE-Transactions on Automatic Control AC-22, 3, 361-371. Miller, R. B. (1980), "Comments on Robust Estimation on Autoregressive Models by Martin", in Directions in Time Series, eds. D. R. Brillinger and G. C. Tiao Hayward, CA: Institute of Mathematical Statistics, 255-262. Tsay, R. S. (1986), "Time Series Model Specification in the Presence of Outliers", J. Amer. Statist. Assn. 81, 132-141. West, M. (1981), "Robust Sequential Approximate Bayesian Estimation", J. Royal Statistical Society, Series B 43, 157-166. | |
| dspace.entity.type | Publication |
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