Leave-k-out diagnostics in state space models
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- Palma, Wilfredo & Bondon, Pascal & Tapia, José, 2008. "Assessing influence in Gaussian long-memory models," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4487-4501, May.
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More about this item
KeywordsKalman filter and smoother; influence; outliers; structural time series models;
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