Adapting the singular spectrum analysis trajectory matrix technique to identify multiple additive time-series outliers
J. de Klerk
Year of publication: |
2015
|
---|---|
Authors: | De Klerk, J. |
Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch, ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 39.2015, 3, p. 25-48
|
Subject: | Zeitreihenanalyse | Time series analysis | Ökonometrie | Econometrics | Schätztheorie | Estimation theory |
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