Detecting shocks: Outliers and breaks in time series (Q1371379)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting shocks: Outliers and breaks in time series |
scientific article |
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Detecting shocks: Outliers and breaks in time series (English)
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5 October 1999
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added variable
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deletion methods
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structural change
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dynamic linear model
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EM-algorithm
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structural time-series
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Kalman filter
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Monte Carlo test
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score test
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outlier
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diagnostics
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simulation envelopes
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fragility
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shocks
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unobserved components model
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