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Jun-2022
Outliers impact on parameter estimation of gaussian and non-gaussian state space models: a simulation study
Pereira, Fernanda Catarina
;
Gonçalves, Arminda Manuela
;
Costa, Marco
article
Jun-2023
Improving predictive accuracy in the context of dynamic modelling of non-stationary time series with outliers
Pereira, F. Catarina
;
Gonçalves, A. Manuela
;
Costa, Marco
article
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Author
1
Gonçalves, A. Manuela
1
Gonçalves, Arminda Manuela
1
Pereira, F. Catarina
1
Pereira, Fernanda Catarina
Subject
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Outliers
1
Contaminated data
1
Kalman filter
1
Non-stationary time series
1
Parameter estimation
1
State space models
1
State-space models
Date issued
1
2023
1
2022