Performances test statistics for single outlier detection in bilinear (1,1,1,1) models

An outlier detection procedure for BL(1,1,1,1) model is developed based on the maxima of the test statistics measuring the effects of IO, AO, TC and LC. A simulation study is carried out in order to investigate the sampling properties of the maxima of the outlier test statistics. It is associated wi...

Full description

Saved in:
Bibliographic Details
Main Authors: Zaharim, A., Mohamed, I., Ahmad, I., Abdullah, S., Omar, M.Z.
Format:
Published: 2017
Online Access:http://dspace.uniten.edu.my:8080/jspui/handle/123456789/5308
Tags: Add Tag
No Tags, Be the first to tag this record!
Be the first to leave a comment!
You must be logged in first