The following pages link to Diagnosing Shocks in Time Series (Q4216975):
Displaying 21 items.
- Diagnosing seasonal shifts in time series using state space models (Q713705) (← links)
- The ARMA model in state space form (Q868278) (← links)
- A structural model with interventions for New Zealand sawn timber production (Q955451) (← links)
- Automatic monitoring and intervention in multivariate dynamic linear models (Q957022) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Identification of spikes in time series (Q2192291) (← links)
- Bayesian inference for animal space use and other movement metrics (Q2261014) (← links)
- Effect of outliers on forecasting temporally aggregated flow variables (Q2387483) (← links)
- Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches (Q2474515) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- Nonparametric smoothing using state space techniques (Q2738918) (← links)
- State space models for time series with patches of unusual observations (Q3505320) (← links)
- Automatic selective intervention in dynamic linear models (Q3591888) (← links)
- Restricted estimation of an adjusted time series: application to Mexico's industrial production index (Q3591978) (← links)
- Observable trend-projecting state-space models (Q4540870) (← links)
- Forecasting Runoff Triangles (Q5018715) (← links)
- Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series (Q5087498) (← links)
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality (Q5234347) (← links)
- Dynamic Factor Analysis with Non-Linear Temporal Aggregation Constraints (Q5757828) (← links)
- Outlier identifiability in time series (Q6541569) (← links)
- Comparison of classical and Bayesian approaches for intervention analysis (Q6574885) (← links)
