This paper considers the estimation and detection of additive outliers in time series analysis. The direct relationship between the estimate of the additive outliers and the missing value estimates is discussed. The likelihood ratio statistics for det...
This paper considers the estimation and detection of additive outliers in time series analysis. The direct relationship between the estimate of the additive outliers and the missing value estimates is discussed. The likelihood ratio statistics for detecting the additive outliers is also closely related with the deletion diagnostics.