The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The forward search interactive outlier detection in cointegrated VAR analysis |
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The forward search interactive outlier detection in cointegrated VAR analysis (English)
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3 June 2019
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confidence threshold
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data structure detection
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forward search
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outliers
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pseudo maximum likelihood weights
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robust statistics
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vector equilibrium correction model
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