The following pages link to (Q4272822):
Displayed 16 items.
- Outlier detection and accommodation in general spatial models (Q333546) (← links)
- Jumps in equilibrium prices and market microstructure noise (Q527958) (← links)
- Multivariate spatial outlier detection using robust geographically weighted methods (Q745726) (← links)
- Missing observation analysis for matrix-variate time series data (Q952850) (← links)
- Detection of outliers and patches in bilinear time series models (Q966362) (← links)
- A time series bootstrap procedure for interpolation intervals (Q1023506) (← links)
- Detecting shocks: Outliers and breaks in time series (Q1371379) (← links)
- A single-index model procedure for interpolation intervals in time series (Q2259074) (← links)
- Missing data in time series: a note on the equivalence of the dummy variable and the skipping approaches (Q2474515) (← links)
- Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization (Q5010043) (← links)
- The Lee-Carter Model for Forecasting Mortality, Revisited (Q5019713) (← links)
- A new correction approach for information criteria to detect outliers in regression modeling (Q5079953) (← links)
- Maximum entropy extreme‐value seasonal adjustment (Q5229965) (← links)
- Selecting sub-set autoregressions from outlier contaminated data. (Q5940999) (← links)
- Genetic algorithms for the identification of additive and innovation outliers in time series (Q5941422) (← links)
- Outlier detection for stationary time series (Q5955591) (← links)