Filtering With Heavy Tails
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Harvey, A
Luati, A
Description
Keywords
Outlier, t-distribution, Robustness, Trend, Score, Seasonal
Journal Title
Journal of the American Statistical Association
Conference Name
Journal ISSN
0162-1459
1537-274X
1537-274X
Volume Title
109
Publisher
Informa UK Limited
Publisher DOI
Rights
All rights reserved