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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書目詳細資料
主要作者: Mohamed, Ibrahim
格式: Thesis
語言:English
出版: 2005
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在線閱讀:https://ir.uitm.edu.my/id/eprint/54400/1/54400.PDF
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