Automatic selective intervention in dynamic linear models
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Publication:3591888
DOI10.1080/0266476032000107178zbMath1117.62487MaRDI QIDQ3591888
Manuel Salvador, Pilar Gargallo
Publication date: 11 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0266476032000107178
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
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