|
|||||
|
|
Outliers in multivariate time series |
|
| Authors: | Tsay, Ruey S. Pena, Daniel Pankratz, Alan E. |
| Affiliation: | Graduate School of Business, University of Chicago, Chicago, Illinois 60637, U.S.A. ruey.tsay@gsb.uchicago.edu Department of Statistics and Econometrics, Universidad Carlos III, Cl. Madrid 126, 28903 Getafe, Spain dpena@est-econ.uc3m.es Department of Economics and Management, DePauw University, Greencastle, Indiana 46135, U.S.A.graywolf@depauw.edu |
| Abstract: | |
| Keywords: | Additive outlier Innovational outlier Level shift Temporary change. |
| 本文献已被 Oxford 等数据库收录！ | |