Missing observations in ARIMA models: Skipping approach versus additive outlier approach
| Year of publication: |
1999
|
|---|---|
| Authors: | Gomez, Victor ; Maravall, Agustin ; Peña, Daniel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 88.1999, 2, p. 341-364
|