Matches in SemOpenAlex for { <https://semopenalex.org/work/W2595178157> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W2595178157 abstract "abstract: this paper presents an extension of an idea by kleiner, martin & thomson (1979) to multivariate autoregressive processes. the properties of the procedures are reported by some examples with economic data. starting from the assumption that observations obey an autoregressive vector process but are contaminated by additive disturbances, it is endeavoured to eliminate the disturbances to regain the true process and its law of generation. this is done iteratively by the multivariate robust filter set forth in chapter 2. chapter 3 presents the basic experiment. the procedure is applied to quarterly data for the austrian monetary base and gross domestic product after stationarizing the sample in two different ways. chapter 4 is devoted to small experiments with alternative methods. chapter 5 investigates into how the results are affected by artificially generated outliers and whether these outliers are safely detected. in chapter 6 it is shown that the results depend on the width of the band within which data are still judged to be good. chapter 7 reports an experiment with stock price data where the outliers are supposed to obey a law different from the basic assumption of robust filtering. consequently, the results are poor. in chapter 8 the effects of changing the weighting function in the filter are illustrated. finally, chapter 9 summarizes suggestions for measuring the outlier-ness of single observations based on the application of the filtering procedure.;" @default.
- W2595178157 created "2017-03-23" @default.
- W2595178157 creator A5036123380 @default.
- W2595178157 date "1986-01-01" @default.
- W2595178157 modified "2023-09-26" @default.
- W2595178157 title "multivariate robust filtering" @default.
- W2595178157 hasPublicationYear "1986" @default.
- W2595178157 type Work @default.
- W2595178157 sameAs 2595178157 @default.
- W2595178157 citedByCount "0" @default.
- W2595178157 crossrefType "journal-article" @default.
- W2595178157 hasAuthorship W2595178157A5036123380 @default.
- W2595178157 hasConcept C106131492 @default.
- W2595178157 hasConcept C111919701 @default.
- W2595178157 hasConcept C119857082 @default.
- W2595178157 hasConcept C124101348 @default.
- W2595178157 hasConcept C126838900 @default.
- W2595178157 hasConcept C149782125 @default.
- W2595178157 hasConcept C154945302 @default.
- W2595178157 hasConcept C159877910 @default.
- W2595178157 hasConcept C161584116 @default.
- W2595178157 hasConcept C183115368 @default.
- W2595178157 hasConcept C31972630 @default.
- W2595178157 hasConcept C33923547 @default.
- W2595178157 hasConcept C41008148 @default.
- W2595178157 hasConcept C71924100 @default.
- W2595178157 hasConcept C79337645 @default.
- W2595178157 hasConcept C97256817 @default.
- W2595178157 hasConcept C98045186 @default.
- W2595178157 hasConceptScore W2595178157C106131492 @default.
- W2595178157 hasConceptScore W2595178157C111919701 @default.
- W2595178157 hasConceptScore W2595178157C119857082 @default.
- W2595178157 hasConceptScore W2595178157C124101348 @default.
- W2595178157 hasConceptScore W2595178157C126838900 @default.
- W2595178157 hasConceptScore W2595178157C149782125 @default.
- W2595178157 hasConceptScore W2595178157C154945302 @default.
- W2595178157 hasConceptScore W2595178157C159877910 @default.
- W2595178157 hasConceptScore W2595178157C161584116 @default.
- W2595178157 hasConceptScore W2595178157C183115368 @default.
- W2595178157 hasConceptScore W2595178157C31972630 @default.
- W2595178157 hasConceptScore W2595178157C33923547 @default.
- W2595178157 hasConceptScore W2595178157C41008148 @default.
- W2595178157 hasConceptScore W2595178157C71924100 @default.
- W2595178157 hasConceptScore W2595178157C79337645 @default.
- W2595178157 hasConceptScore W2595178157C97256817 @default.
- W2595178157 hasConceptScore W2595178157C98045186 @default.
- W2595178157 hasLocation W25951781571 @default.
- W2595178157 hasOpenAccess W2595178157 @default.
- W2595178157 hasPrimaryLocation W25951781571 @default.
- W2595178157 hasRelatedWork W135536850 @default.
- W2595178157 hasRelatedWork W1504586406 @default.
- W2595178157 hasRelatedWork W1627289996 @default.
- W2595178157 hasRelatedWork W2047334783 @default.
- W2595178157 hasRelatedWork W2110784642 @default.
- W2595178157 hasRelatedWork W2285873828 @default.
- W2595178157 hasRelatedWork W2427274671 @default.
- W2595178157 hasRelatedWork W2506509391 @default.
- W2595178157 hasRelatedWork W2522536931 @default.
- W2595178157 hasRelatedWork W2594648966 @default.
- W2595178157 hasRelatedWork W275150769 @default.
- W2595178157 hasRelatedWork W2783609932 @default.
- W2595178157 hasRelatedWork W2800323180 @default.
- W2595178157 hasRelatedWork W303837049 @default.
- W2595178157 hasRelatedWork W3121666479 @default.
- W2595178157 hasRelatedWork W3122876099 @default.
- W2595178157 hasRelatedWork W3141774574 @default.
- W2595178157 hasRelatedWork W3144280927 @default.
- W2595178157 hasRelatedWork W602506700 @default.
- W2595178157 hasRelatedWork W656339839 @default.
- W2595178157 isParatext "false" @default.
- W2595178157 isRetracted "false" @default.
- W2595178157 magId "2595178157" @default.
- W2595178157 workType "article" @default.