A Diagnostic Procedure for Detecting Outliers in Linear State-Space Models

Publication Date:
Author(s): Dongjun You, Michael D. Hunter, Meng Chen, Sy-Miin Chow
Publication Type: Journal Article
Journal Title: MULTIVARIATE BEHAVIORAL RESEARCH
Volume: 55
Issue: 2
Page Range: 231-255
DOI: https://doi.org/10.1080/00273171.2019.1627659