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Outliers in dynamic factor models - MaRDI portal

Outliers in dynamic factor models (Q2426811)

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Outliers in dynamic factor models
scientific article

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    title
    Outliers in dynamic factor models (English)
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    DOI
    10.1214/07-EJS082
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    author
    Roberto Baragona
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    Francesco Battaglia
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    publication date
    14 May 2008
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    Mathematics Subject Classification ID
    62M10
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    62H25
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    62P20
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    zbMATH DE Number
    5274622
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    zbMATH Keywords
    dynamic factor models
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    multivariate time series
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    outliers
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    arXiv ID
    0710.3676
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    OpenAlex ID
    W2005744010
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