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Box and Cox
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Kalman filter
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deletion diagnostics
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gas usage
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power transformation
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structural time series models
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Atkinson, Anthony C.
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Shephard, Neil
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Deletion diagnostics for transformations of time series
Atkinson, Anthony C.
;
Shephard, Neil
-
1996
series. The paper uses the modified power transformation of
Box
and
Cox
to provide a parametric family of transformations …
Persistent link: https://www.econbiz.de/10009441448
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