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...
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| Main Authors: | , , , , |
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| Format: | |
| Published: |
2017
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| Online Access: | http://dspace.uniten.edu.my:8080/jspui/handle/123456789/5308 |
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| Institution: | Universiti Tenaga Nasional |