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Diagnosing Shocks in Time Series - MaRDI portal

Diagnosing Shocks in Time Series (Q4216975)

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scientific article; zbMATH DE number 1218762
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English
Diagnosing Shocks in Time Series
scientific article; zbMATH DE number 1218762

    Statements

    author
    Piet de Jong
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    Jeremy Penzer
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    publication date
    28 November 1999
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    zbMATH Keywords
    dynamic regression models
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    interventions
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    outliers
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    smoothing
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    state-space models
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    Kalman filter
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    title
    Diagnosing Shocks in Time Series (English)
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    Identifiers

    DOI
    10.2307/2670129
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    zbMATH DE Number
    1218762
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    OpenAlex ID
    W4233039942
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