Outlier Detection in Multivariate Time Series by Projection Pursuit
Year of publication: |
2006
|
---|---|
Authors: | Galeano, Pedro ; Pena, Daniel ; Tsay, Ruey S. |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 101.2006, June, p. 654-669
|
Publisher: |
American Statistical Association |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Shifts in Individual Parameters of a GARCH Model
Galeano, Pedro, (2010)
-
OUTLIER DETECTION IN MULTIVARIATE TIME SERIES VIA PROJECTION PURSUIT
Galeano, Pedro, (2004)
-
Shifts in individual parameters of a GARCH model
Galeano, Pedro, (2010)
- More ...