Additional References
- Atwood , C. L. “The Significance Level for a Class of Time Series Interventions,” . Paper presented at the ASA Annual Meeting . Chicago . unpublished
- Box , G. E. P. and Tiao , G. C. 1975 . “Intervention Analysis With Applications to Environmental and Economic Problems,” . Journal of the American Statistical Association , 70 : 70 – 79 .
- Chang , I. 1982 . “Outliers in Time Series,” , University of Wisconsin—Madison, Dept. of Statistics . unpublished Ph.D. dissertation
- Chang , I. and Tiao , G. C. 1983 . “Estimation of Time Series Parameters in the Presence of Outliers,” , University of Chicago, Statistical Research Center . Technical Report 8
- Chen , C. and Tiao , G. C. 1986 . “Some Diagnostic Statistics in Time Series,” , University of Chicago, Statistical Research Center . technical report
- Fox , A. J. 1972 . “Outliers in Time Series,” . Journal of the Royal Statistical Society , B : 350 – 363 . Ser. B
- Hillmer , S. C. , Bell , W. R. and Tiao , G. C. 1983 . “Modeling Considerations in the Seasonal Adjustment of Economic Time Series,” . In Applied Time Series Analysis of Economic Data , Edited by: Zellner , A. 74 – 100 . Washington , DC : U.S. Bureau of the Census .
- Martin , R. D. 1980 . “Robust Estimation of Autoregressive Models,” . In Directions in Time Series , Edited by: Brillinger , D. R. and Tiao , G. C. 228 – 254 . Hayward , CA : Institute of Mathematical Statistics .
- Muirhead , C. R. 1986 . “Distinguishing Outlier Types in Time Series,” . Journal of the Royal Statistical Society , B : 39 – 47 . Ser. B
- Tsay , R. S. 1986 . “Time Series Model Specification in the Presence of Outliers,” . Journal of the American Statistical Association , 81 : 132 – 141 .
- Tsay , R. S. and Tiao , G. C. 1984 . “Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models,” . Journal of the American Statistical Association , 79 : 84 – 96 .
- Wichern , D. W. and Jones , R. H. 1978 . “Assessing the Impact of Market Disturbances Using Intervention Analysis,” . Management Science , 24 : 329 – 337 .