Pages that link to "Item:Q3368332"
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The following pages link to Extensions of the Forward Search to Time Series (Q3368332):
Displaying 6 items.
- Robust analysis of default intensity (Q1927110) (← links)
- Correcting outliers in GARCH models: a weighted forward approach (Q2338226) (← links)
- Detecting atypical observations in financial data: the forward search for elliptical copulas (Q2442791) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- Transformations and seasonal adjustment (Q3077641) (← links)
- Data driven robust estimation methods for fixed effects panel data models (Q5083323) (← links)