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Additive Outlier Detection and Estimation for the Logarithmic Autoregressive Conditional Duration Model.
Min-Hsien Chiang
Li-Min Wang
Published in:
Commun. Stat. Simul. Comput. (2012)
Keyphrases
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autoregressive
outlier detection
non stationary
probabilistic model
parameter estimation
moving average
autoregressive model
data mining
knowledge discovery
information extraction
higher order
detection algorithm
random fields
gaussian markov random field