transitory and persistent changes in volatility. The resulting density forecasts are much less sensitive to outliers in the data …

We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin … are contaminated with outliers. Time-varying jumps are present in Bitcoin, Litecoin, Ripple, and the cryptocurrency index …. Notably, the presence of jumps in Bitcoin is significant after correcting for outliers. The main findings point to a price …

Outliers can be particularly hard to detect, creating bias and inconsistency in the semi-parametric estimates. In this … presence of outliers. Bad and good leverage point outliers are considered. Bias arises in the case of bad leverage points … correct for the effects of outliers following a reweighting strategy in the spirit of the Stahel-Donoho (SD) multivariate …

the presence of outliers drawn from a uniform distribution. Estimators obtained from both shrinkage and interval shrinkage …

for individual observations (CCIO) were confirmed to effectively detect outliers through residuals in industrial …

investigate via Monte Carlo simulations how this approach performs for detecting additive outliers and level shifts in the … indicator saturation to detect additive outliers and level shifts in the industrial production series in five European countries. …