Robust transformations in univariate and multivariate time Series

Econometric Reviews

Volumn 28, Issue 1-3, 2009, Pages 262-278

  Riani, Marco ^a  

^a UNIVERSITY OF PARMA   (Italy)

Author keywords

Fan plot; Forward search; Kalman filter; Outlier detection; Robust methods; Score test

Indexed keywords

EID: 58149109574     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930802388074     Document Type: Conference Paper

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