Outliers in bilinear time series model / Ibrahim Mohamed
This study has two main objectives: Model building and detection of outliers in BL(1,1,1,1) models in time-domain framework. In model building, the Box-Jenkins approach was closely foliowed. In the identification stage, time-domain based nonlinearity tests were considered to distinguish nonlinearity...
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| Format: | Thesis |
| Language: | English |
| Published: |
2005
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| Online Access: | https://ir.uitm.edu.my/id/eprint/40626/1/40626.pdf https://ir.uitm.edu.my/id/eprint/40626/ |
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