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Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem

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  • Mira, José
  • Sánchez, María Jesús

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  • Mira, José & Sánchez, María Jesús, 2004. "Prediction of deterministic functions: an application of a Gaussian kriging model to a time series outlier problem," Computational Statistics & Data Analysis, Elsevier, vol. 44(3), pages 477-491, January.
    • Handle: RePEc:eee:csdana:v:44:y:2004:i:3:p:477-491
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    References listed on IDEAS

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    1. Balke, Nathan S, 1993. "Detecting Level Shifts in Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 81-92, January.
    2. Craig P. S & Goldstein M. & Rougier J. C & Seheult A. H, 2001. "Bayesian Forecasting for Complex Systems Using Computer Simulators," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 717-729, June.
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