Robust transformations in univariate and multivariate time series

Riani, Marco . Econometric Reviews 2009. 28 (1-3) :262-278

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Bibtex

@article{CIS-230900,
  Author = {Riani, Marco},
  Title = {Robust transformations in univariate and multivariate time series},
  Journal = {Econometric Reviews},
  Volume = {28},
  Number = {1-3},
  Year = {2009},
  Pages = {262--278},
  Keywords = {Outlier detection, Score test, Kalman filter, Robust methods, Forward search, fan plot, Special issue: Statistical inference on time series stochastic and deterministic dynamics}
}

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