Local infuluence in time series analysis
LI Ya · Yunnan Daxue xuebao. Shehui kexue ban · 2002
In order to developing a tool for identifying over influential observations in time series,a new method is presented for obtaining varies measures of influence for the autocorrelation function,which based on the definition of generalized influence function and generalized Cook statistic.An example of using those methods is also given.