Missing observations in ARIMA models: Skipping approach versus additive outlier approach

DOI10.1016/S0304-4076(98)00036-0zbMath1054.62621OpenAlexW2148070564WikidataQ127220066 ScholiaQ127220066MaRDI QIDQ1305674

Víctor Gómez, Daniel Peña, Agustin Maravall

Publication date: 16 November 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00036-0

zbMATH Keywords

likelihoodoutliersKalman filternonstationaritytimes series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Uses Software

• AS 197
• TRAMO

Cites Work

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