Graphical and phase space models for univariate time series
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Publication:3297961
DOI10.1007/978-3-642-57678-2_38zbMath1455.62171MaRDI QIDQ3297961
Publication date: 21 July 2020
Published in: COMPSTAT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_38
62-08: Computational methods for problems pertaining to statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Cites Work
- Methodologies for the estimation of missing observations in time series
- Missing observations in ARIMA models: Skipping approach versus additive outlier approach
- A Comparison of the Characteristics of Some Bayesian Forecasting Models
- Analysis of fragmented time series data using box-jenkins models
- The Masking Breakdown Point of Multivariate Outlier Identification Rules
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
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