Automatic detection and identification of shocks in Gaussian state-space models: a Bayesian approach

2006 ◽  
Vol 22 (1) ◽  
pp. 17-39 ◽  
Author(s):  
Manuel Salvador ◽  
Pilar Gargallo
2006 ◽  
Vol 39 (13) ◽  
pp. 282-287 ◽  
Author(s):  
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Fredrik Gustafsson

2018 ◽  
Vol 37 (6) ◽  
pp. 627-640 ◽  
Author(s):  
Christian Hotz-Behofsits ◽  
Florian Huber ◽  
Thomas Otto Zörner

2014 ◽  
Vol 124 (3) ◽  
pp. 494-499 ◽  
Author(s):  
Guilherme V. Moura ◽  
Douglas Eduardo Turatti

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