Outlier detection in structural time series models: The indicator saturation approach
Year of publication: |
2014
|
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Authors: | Marczak, Martyna ; Proietti, Tommaso |
Institutions: | Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften |
Subject: | indicator saturation | seasonal adjustment | structural time series model | outliers | structural change | general-to-specific approach | state space model |
Extent: | application/pdf |
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Series: | FZID Discussion Papers. - ISSN 1868-0720. |
Type of publication: | Book / Working Paper |
Notes: | Number 90-2014 |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: |
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Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna, (2014)
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Outlier detection in structural time series models: The indicator saturation approach
Marczak, Martyna, (2014)
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Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach
Marczak, Martyna, (2014)
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