Pages that link to "Item:Q1371379"
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The following pages link to Detecting shocks: Outliers and breaks in time series (Q1371379):
Displaying 16 items.
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- Modeling structural breaks in economic relationships using large shocks (Q975916) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- Detection and estimation of structural changes and outliers in unobserved components (Q1979107) (← links)
- The Box-Cox transformation: review and extensions (Q2038300) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Influence diagnostics for multivariate GARCH processes (Q3103184) (← links)
- OUTLIER DIAGNOSTICS IN TIME SERIES ANALYSIS (Q3203884) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach (Q3439735) (← links)
- LEAVE-<i>K</i> -OUT DIAGNOSTICS IN STATE-SPACE MODELS (Q3440786) (← links)
- State space models for time series with patches of unusual observations (Q3505320) (← links)
- Automatic selective intervention in dynamic linear models (Q3591888) (← links)
- On markov chain monte carlo methods for nonlinear and non-gaussian state-space models (Q4488750) (← links)
- Bayesian analysis of autoregressive time series with change points (Q5123761) (← links)
- Outlier identifiability in time series (Q6541569) (← links)
