Extensions of the Forward Search to Time Series

DOI10.2202/1558-3708.1208zbMath1081.91592OpenAlexW2077222608MaRDI QIDQ3368332

Marco Riani

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1208

zbMATH Keywords

Kalman filterRobust methodsStructural breaksOutlier detectionMissing observations

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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