This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References and Further Reading
Abraham B, Chuang C (1989) Outlier detection and time series modeling. Technometrics 31(2):241–247
Abraham B, Chuang C (1993) Expectation-maximization algorithms and the estimation of time series models in the presence of outliers. J Time Ser Anal 14(3):221–234
Box GEP, Jenkins GM (1970, 1976) Time series analysis forecasting and control. Holden Day, San Francisco
Box GEP, Tiao GC (1975) Intervention analysis with application to economic and environmental problems. J Am Stat Assoc 70(34):70–79
Chang I, Tiao GC, Chen C (1988) Estimation of time series parameters in the presence of outliers. Technometrics 30(2):193–204
Chareka P, Matarise F, Turner R (2006) A test for additive outliers applicable to long memory time series. J Econ Dyn Control 30(6):595–621
Chen C, Liu L-M (1993) Joint estimation of model parameter and outlier effects in time series. J Am Stat Assoc 88:284–297
Kirkendall N (1992) Monitoring outliers and level shifts in Kalman filter implementations of exponential smoothing. J Forecasting 11:543–550
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2011 Springer-Verlag Berlin Heidelberg
About this entry
Cite this entry
Matarise, F. (2011). Intervention Analysis in Time Series. In: Lovric, M. (eds) International Encyclopedia of Statistical Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-04898-2_308
Download citation
DOI: https://doi.org/10.1007/978-3-642-04898-2_308
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-04897-5
Online ISBN: 978-3-642-04898-2
eBook Packages: Mathematics and StatisticsReference Module Computer Science and Engineering