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NTIS 바로가기응용통계연구 = The Korean journal of applied statistics, v.35 no.3, 2022년, pp.395 - 406
김경희 (성균관대학교 통계학과) , 유승연 (성균관대학교 통계학과) , 백창룡 (성균관대학교 통계학과)
This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary...
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