Outliers in bilinear time series mode / Ibrahim Mohamed
This study has two main objectives: Model building and detection of outliers in BL(1,1,1,1) models in time-domain frame work. In model building, the Box-Jenkins approach was closely followed. In the identification stage, time-domain based nonlinearity tests were considered to distinguish nonlinearit...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2005
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/54400/1/54400.PDF |
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