Outliers in dynamic factor models
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Publication:2426811
DOI10.1214/07-EJS082zbMath1320.62197arXiv0710.3676OpenAlexW2005744010MaRDI QIDQ2426811
Roberto Baragona, Francesco Battaglia
Publication date: 14 May 2008
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0710.3676
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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