Work

Missing observations in ARIMA models: Skipping approach versus additive outlier approach

Year: 1999

Type: article

Source: Journal of Econometrics

DOI: 10.1016/s0304-4076(98)00036-0

Authors: Vı́ctor Gómez, Agustı́n Maravall, Daniel Peña

Institutions: Bank of Spain, Universidad Carlos III de Madrid

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2148070564

FWCI: 5.302

Cites: 27

Cited by: 94

Related to: 10