Detecting Shocks: Outliers and Breaks in Time Series.
Autors principals: | Atkinson, A, Koopman, S, Shephard, N |
---|---|
Format: | Journal article |
Idioma: | English |
Publicat: |
1997
|
Ítems similars
-
Detecting shocks: outliers and breaks in time series
per: Atkinson, A, et al.
Publicat: (1997) -
Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach
per: Rose, Farid Zamani Che
Publicat: (2023) -
Outlier estimation and detection in time series model
per: Ang, Liyun, et al.
Publicat: (2008) -
Exact score for time series models in state space form
per: Koopman, S, et al.
Publicat: (1992) -
Exact score for time series models in state space form
per: Shephard, N, et al.
Publicat: (1992)