Deletion diagnostics for transformations of time series

Journal of Forecasting

Volumn 15, Issue 1, 1996, Pages 1-17

  Atkinson, A C ^a   Shephard, Neil ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

Box and Cox; Deletion diagnostics; Gas usage; Kalman filter; Power transformation; Structural time series models

Indexed keywords

EID: 0040703401     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-131X(199601)15:1<1::AID-FOR601>3.0.CO;2-6     Document Type: Article

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