Missing observations in ARIMA models : skipping approach versus additive outlier approach
Victor Gómez ; Agustin Maravall ; Daniel Pẽna
| Year of publication: |
1999
|
|---|---|
| Authors: | Gómez, Víctor |
| Other Persons: | Maravall Herrero, Agustín (contributor) ; Peña, Daniel (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 88.1999, 2, p. 341-363
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001252781