Outlier detection in structural time series models : the indicator saturation approach
Martyna Marczak, Tommaso Proietti
| Year of publication: |
January-March 2016
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|---|---|
| Authors: | Marczak, Martyna ; Proietti, Tommaso |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 1, p. 180-202
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| Subject: | Indicator saturation | Seasonal adjustment | Structural time series model | Outliers | Structural change | General-to-specific approach | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | Strukturwandel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596512