Robust estimation of clustered multiple time series model with structural change
Abstract (We postulate a model for clustered multiple time series where individual and clusters-specific effects were represented by random components. To induce robustness during episodes of temporary structural change, we use the forward search and bootstrap methods in the backfitting algorithm t...
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| Format: | Thesis |
| Language: | English |
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Quezon City
School of Statistics, University of the Philippines Diliman
2014.
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