On outlier detection in multivariate time series

Cleroux, Robert, Helbling, Jean-Marie, Cléroux, Robert . Acta Mathematica Vietnamica 2009. 34 (1) :19-26

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Bibtex

@article{CIS-236130,
  Author = {Cleroux, Robert and Helbling, Jean-Marie and Cléroux, Robert},
  Title = {On outlier detection in multivariate time series},
  Journal = {Acta Mathematica Vietnamica},
  Volume = {34},
  Number = {1},
  Year = {2009},
  Pages = {19--26},
  Keywords = {Influence function, vector autocorrelation}
}

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