{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,8]],"date-time":"2025-03-08T16:10:22Z","timestamp":1741450222212,"version":"3.38.0"},"publisher-location":"Heidelberg","reference-count":9,"publisher":"Physica-Verlag HD","isbn-type":[{"type":"print","value":"9783790815177"},{"type":"electronic","value":"9783642574894"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2002]]},"DOI":"10.1007\/978-3-642-57489-4_80","type":"book-chapter","created":{"date-parts":[[2011,8,13]],"date-time":"2011-08-13T00:35:57Z","timestamp":1313195757000},"page":"521-526","source":"Crossref","is-referenced-by-count":3,"title":["Robust Time Series Analysis through the Forward Search"],"prefix":"10.1007","author":[{"given":"Luigi","family":"Grossi","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Marco","family":"Riani","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"80_CR1","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-1160-0","volume-title":"Robust Diagnostic Regression Analysis","author":"AC Atkinson","year":"2000","unstructured":"Atkinson, A.C., Riani, M. (2000). Robust Diagnostic Regression Analysis. New York: Springer-Verlag."},{"key":"80_CR2","doi-asserted-by":"crossref","first-page":"363","DOI":"10.1111\/j.2517-6161.1989.tb01435.x","volume":"51","author":"AM Bruce","year":"1989","unstructured":"Bruce, A.M., Martin, R. D. (1989). Leave-k-out diagnostic for time series, Journal of the Royal Statistical Society, 51, 363\u2013424.","journal-title":"Journal of the Royal Statistical Society"},{"key":"80_CR3","doi-asserted-by":"crossref","first-page":"284","DOI":"10.1080\/01621459.1993.10594321","volume":"88","author":"C Chen","year":"1993","unstructured":"Chen, C., Liu, L.M. (1993). Joint estimation of model parameters and outlier effects in time series. Journal of the American Statistical Association, 88, 284\u2013297.","journal-title":"Journal of the American Statistical Association"},{"key":"80_CR4","doi-asserted-by":"publisher","first-page":"151","DOI":"10.1111\/j.1467-9892.1994.tb00182.x","volume":"15","author":"P Jong De","year":"1994","unstructured":"De Jong, P., Chu Chun Lin, S. (1994). Stationary and non-stationary state space models. Journal of Time Series Analysis, 15, 151\u2013166.","journal-title":"Journal of Time Series Analysis"},{"key":"80_CR5","volume-title":"Forecasting,Structural Time Series Models and the Kalman Filter","author":"AC Harvey","year":"1989","unstructured":"Harvey, A.C. (1989), Forecasting,Structural Time Series Models and the Kalman Filter. Cambridge: Cambridge University Press."},{"key":"80_CR6","series-title":"Servicio de Estudios from Banco de Espana","volume-title":"Seasonal outliers in time series","author":"R Kaiser","year":"1999","unstructured":"Kaiser, R., Maravall, A. (1999), Seasonal outliers in time series. Servicio de Estudios from Banco de Espana."},{"key":"80_CR7","doi-asserted-by":"crossref","first-page":"377","DOI":"10.1080\/07350015.1992.10509913","volume":"10","author":"SJ Koopman","year":"1992","unstructured":"Koopman, S.J., Harvey, A. C. (1992). Diagnostic checking of unobserved components time series models. Journal of Business and Economic Statistics, 10, 377\u2013389.","journal-title":"Journal of Business and Economic Statistics"},{"key":"80_CR8","doi-asserted-by":"publisher","first-page":"871","DOI":"10.1080\/01621459.1984.10477105","volume":"79","author":"PJ Rousseeuw","year":"1984","unstructured":"Rousseeuw, P.J. (1984). Least median of squares regression. Journal of the American Statistical Association, 79, 871\u2013880.","journal-title":"Journal of the American Statistical Association"},{"key":"80_CR9","doi-asserted-by":"publisher","first-page":"132","DOI":"10.1080\/01621459.1986.10478250","volume":"81","author":"RS Tsay","year":"1986","unstructured":"Tsay, R.S. (1986). Time series model specification in the presence of outliers. Journal of the American Statistical Association, 81, 132\u2013141.","journal-title":"Journal of the American Statistical Association"}],"container-title":["Compstat"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-57489-4_80","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,3,8]],"date-time":"2025-03-08T15:47:17Z","timestamp":1741448837000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-57489-4_80"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002]]},"ISBN":["9783790815177","9783642574894"],"references-count":9,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-57489-4_80","relation":{},"subject":[],"published":{"date-parts":[[2002]]}}}