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A simulation study of additive outlier in ARMA (1, 1) model

Abnormal observation due to an isolated incident such as a recording error is known as additive outlier and it is often found in time series. Since extreme value of additive outliers may contribute to the inaccuracy of model specification, proper detection procedure is significant to avoid such erro...

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书目详细资料
Main Authors:	Zaharim, Azami, Rajali, Rafizah, Atok, Raden Mohamad, Mohamed, Ibrahim, Jafar, Khamisah
格式:	Article
出版:	North Atlantic University Union 2009
主题:	Q Science (General) QA Mathematics
在线阅读:	http://eprints.um.edu.my/25153/ https://www.naun.org/main/NAUN/ijmmas/mmmas-143.pdf
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