Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.

Título inglés	Time series analysis: recursive methods and their modifications for time series with outliers and missing observations.
Título español	Análisis de series temporales: métodos recursivos y sus modificaciones para series temporales con datos atípicos y con falta de datos.
Autor/es	Cipra, Tomás ; Rubio, Asunción ; Trujillo, José
Organización	Dep. Statist. Charles Univ. Prague, Praga, Repúb. Checa;Dep. Mat. Fac. Veterinaria Univ. Extremadura, Cáceres, España
Revista	0213-8743
Publicación	1991, 6 (2-3): 64-95, 181 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	The recursive methods are popular in time series analysis since they are computationally efficient and flexible enough to treat various changes in character of data. This paper gives a survey of the most important type of these methods including their classification and relationships existing among them. Special attention is devoted to i) robustification of some recursive methods, capable of facing outliers in time series, and ii) modifications of recursive methods for time series with missing observations.
Clasificación UNESCO	120915
Palabras clave español	Series temporales ; Análisis recursivo ; Inferencia bayesiana ; Procesos estocásticos ; Datos atípicos
Código MathReviews	MR1185353
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