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:||, , ,|
|Series:||PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH
|Online Access:||View Fulltext in Publisher|