A comparison of two alternative approaches to modeling level shifts in the presence of outliers Article

Bidarkota, PV. (2004). A comparison of two alternative approaches to modeling level shifts in the presence of outliers . Communications in Statistics Part B: Simulation and Computation, 33(3), 661-671. 10.1081/SAC-200033317

keywords

  • Mathematics
  • Physical Sciences
  • Science & Technology
  • Statistics & Probability
  • TIME-SERIES
  • level shifts
  • multiprocess mixture models
  • non-Gaussian state space models
  • outliers
  • time-varying parameter (TVP) models

Digital Object Identifier (DOI)

start page

  • 661

end page

  • 671

volume

  • 33

issue

  • 3