Georgiev I. (2005). A factor model for innovational outliers in multivariate time series Paper presented at the First Italian Congress of Econometrics and Empirical Economics. Available online at http:--www.cide.info-conf old-papers-1151.pdf.

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References and models cited by this paper
References and models that cite this paper

Baragona R, Battaglia F. (2007). Outliers detection in multivariate time series by independent component analysis. Neural computation. 19 [PubMed]

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