Extensions of the Forward Search to Time Series
Year of publication: |
2004
|
---|---|
Authors: | Riani, Marco |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 8.2004, 2, p. 1208-1208
|
Publisher: |
Berkeley Electronic Press |
Subject: | Kalman filter | Missing observations | Outlier detection | Robust methods | Structural breaks |
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