Improvement on additive outlier detection procedure in bilinear model
This paper considers the problem of outlier detection in bilinear time series data; with special focus on two most basic models BL(1,0,1,1) and BL(1,1,1,1). The formulation of effect of additive outlier on the observations and residuals has been developed and the least squares estimator of the outli...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Faculty of Science, University of Malaya
2008
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/25650/ https://mjs.um.edu.my/article/view/9254 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|