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Volumn 8, Issue 2, 2004, Pages

Extensions of the forward search to time series

Author keywords

[No Author keywords available]

Indexed keywords


EID: 14844359703     PISSN: 15583708     EISSN: 10811826     Source Type: Journal    
DOI: 10.2202/1558-3708.1208     Document Type: Conference Paper
Times cited : (11)

References (24)
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  • 3
    • 14844348826 scopus 로고    scopus 로고
    • Forward search added-variable t-tests and the effect of masked outliers on model selection
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    • Atkinson, A.C.1    Riani, M.2
  • 6
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    • Joint estimation of model parameters and outlier effects in time series
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    • Chen, C.1    Liu, L.M.2
  • 8
    • 0000063584 scopus 로고
    • Fast likelihood evaluation and prediction for nonstationary state space models
    • De Jong, P., Chu Chun Lin, S. (1994b), "Fast likelihood evaluation and prediction for nonstationary state space models", Biometrika, 81, 133-142.
    • (1994) Biometrika , vol.81 , pp. 133-142
    • De Jong, P.1    Chu Chun Lin, S.2
  • 11
    • 21344499325 scopus 로고
    • Estimation prediction and interpolation for nonstationary time series with the Kalman filter
    • Gomez, V., Maravall, A. (1994), "Estimation prediction and interpolation for nonstationary time series with the Kalman filter", Journal of Time Series Analysis, 89, 611-624.
    • (1994) Journal of Time Series Analysis , vol.89 , pp. 611-624
    • Gomez, V.1    Maravall, A.2
  • 14
    • 0442278076 scopus 로고    scopus 로고
    • Window subsampling of of estimating functions with application to regression models
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    • Haegerty, P.J.1    Lumley, T.2
  • 18
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    • Characterizing asymmetries in business cycles using smooth-transition structural time-series models
    • Proietti, T. (2001), "Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models", Studies in Nonlinear Dynamics & Econometrics, 3, 141-156.
    • (2001) Studies in Nonlinear Dynamics & Econometrics , vol.3 , pp. 141-156
    • Proietti, T.1
  • 19
    • 0141991808 scopus 로고    scopus 로고
    • Leave-k-out diagnostics in state space models
    • Proietti, T. (2003), "Leave-k-out Diagnostics in State Space Models", Journal of Time Series Analysis, 24, 221-236.
    • (2003) Journal of Time Series Analysis , vol.24 , pp. 221-236
    • Proietti, T.1
  • 20
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    • A unified approach to outliers, influence and transformations in discriminant analysis
    • Riani, M. and Atkinson, A.C. (2001), "A Unified Approach to Outliers, Influence and Transformations in Discriminant Analysis", Journal of Computational and Graphical Statistics, 10, 513-544.
    • (2001) Journal of Computational and Graphical Statistics , vol.10 , pp. 513-544
    • Riani, M.1    Atkinson, A.C.2
  • 22
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    • Robustness of the p-subset algorithm for regression with high breakdown point
    • edited by W. Stahel and S. Weisberg. The IMA Volumes in Mathematics and Its Appplications, Springer Verlag
    • Rousseeuw, P.J. and Basset, G.W. (1991), "Robustness of the p-Subset Algorithm for Regression with High Breakdown Point", in Directions in Robust Statistics and Diagnostics. Part II, edited by W. Stahel and S. Weisberg. The IMA Volumes in Mathematics and Its Appplications, Vol. 34, Springer Verlag, pp. 185-194.
    • (1991) Directions in Robust Statistics and Diagnostics. Part II , vol.34 , pp. 185-194
    • Rousseeuw, P.J.1    Basset, G.W.2
  • 23
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  • 24
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