Assessing influence in Gaussian long-memory models
暂无分享,去创建一个
[1] Robert Kohn,et al. Signal extraction for finite nonstationary time series , 1987 .
[2] Marius Ooms,et al. Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models , 2003, Comput. Stat. Data Anal..
[3] R. Shumway,et al. AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM , 1982 .
[4] S. Geisser,et al. A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis , 1983 .
[5] Tommaso Proietti. LEAVE‐K‐OUT DIAGNOSTICS IN STATE‐SPACE MODELS , 2003 .
[6] Joseph E. Cavanaugh,et al. A Diagnostic for Assessing the Influence of Cases on the Prediction of Missing Data , 2001 .
[7] Daniel Peña Sánchez de Rivera. Measuring influence in dynamic regression models , 1991 .
[8] W. Palma. Long-Memory Time Series: Theory and Methods , 2007 .
[9] S. Chatterjee. Sensitivity analysis in linear regression , 1988 .
[10] Richard A. Davis,et al. Time Series: Theory and Methods , 2013 .
[11] Murad S. Taqqu,et al. Theory and applications of long-range dependence , 2003 .
[12] A. J. Lawrance,et al. Deletion Influence and Masking in Regression , 1995 .
[13] E. Parzen. Foundations of Time Series Analysis and Prediction Theory , 2002 .
[14] Mohsen Pourahmadi,et al. Prediction Variance and Information Worth of Observations in Time Series , 2000 .
[15] Jan Beran,et al. Statistics for long-memory processes , 1994 .
[16] R. Cook,et al. Assessing influence on predictions from generalized linear models , 1990 .
[17] J. Cavanaugh,et al. Assessing the predictive influence of cases in a state space process , 1999 .
[18] 長 国強. Outlier Detection for Stationary Time Series , 1998 .
[19] M. West,et al. Dynamic linear model diagnostics , 1991 .
[20] P. Bondon. Influence of Missing Values on the Prediction of a Stationary Time Series , 2005 .
[21] W. W. Muir,et al. Regression Diagnostics: Identifying Influential Data and Sources of Collinearity , 1980 .
[22] Yuzhi Cai,et al. A simple diagnostic method of outlier detection for stationary Gaussian time series , 2003 .
[23] J. A. Díaz-García,et al. SENSITIVITY ANALYSIS IN LINEAR REGRESSION , 2022 .
[24] R. Tsay,et al. Outliers in multivariate time series , 2000 .
[25] Recursive Relations for Multistep Prediction of a Stationary Time Series , 2001 .
[26] Hans-Hermann Bock,et al. Statistical Learning Methods Including Dimensionality Reduction , 2007, Comput. Stat. Data Anal..
[27] Bernard Lefran,et al. Detecting over-influential observations in time series , 1991 .
[28] Wilfredo Palma,et al. State space modeling of long-memory processes , 1998 .
[29] Tommaso Proietti. Leave-kout Diagnostics in State Space Models , 2000 .
[30] 竹安 数博,et al. Time series analysis and its applications , 2007 .
[31] R. Martin,et al. Leave‐K‐Out Diagnostics for Time Series , 1989 .