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...

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Bibliographic Details
Main Authors: Mohamed, I (Author), Yahya, MS (Author), Zaharim, A (Author), Zainol, MS (Author)
Format: Article
Language:English
Series:PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH
Online Access:View Fulltext in Publisher