Abstract
In this article, three approaches for detecting outliers, breakpoints and/or level shifts in time series are discussed. These approaches are then applied in a short financial time series with the generic aim to estimate the possible opportunity loss due to the occurrence of these points.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Communications in Statistics: Case Studies, Data Analysis and Applications
Paper Title
Journal
Date
