Detection of outliers in BL(1,1,1,1) models using least squares method
In the literature, various nonlinear time series data was shown to exist. As a result, studies on nonlinear models have been carried out. One of them is bilinear model. Further, there is a possibility that outliers may exist in the data. In this article, the possibility of an outlier appear in a spe...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Series: | PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH
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Online Access: | View Fulltext in Publisher |