Robust Transformations in Univariate and Multivariate Time Series
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DOI: 10.1080/07474930802388074
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Cited by:
- Atkinson, Anthony C. & Riani, Marco & Corbellini, Aldo, 2021. "The box-cox transformation: review and extensions," LSE Research Online Documents on Economics 103537, London School of Economics and Political Science, LSE Library.
- Grossi, Luigi & Nan, Fany, 2019. "Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources," Technological Forecasting and Social Change, Elsevier, vol. 141(C), pages 305-318.
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Keywords
Fan plot; Forward search; Kalman filter; Outlier detection; Robust methods; Score test;All these keywords.
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