Robust detection of outliers in bilinear (P,0,1,1) time series model
Bilinear time series model is the simplest model among the nonlinear time series models. Like other time series models, parameter estimation is a crucial process to determine the precision of the model. Nonlinear least squares (NLS) method along with Newton-Raphson (NR) iterative procedure is deemed...
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Format: | Thesis |
Language: | English English English |
Published: |
2024
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Online Access: | https://etd.uum.edu.my/11195/1/depositpermission.pdf https://etd.uum.edu.my/11195/2/s900981_01.pdf https://etd.uum.edu.my/11195/3/s900981_02.pdf https://etd.uum.edu.my/11195/ |
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Institution: | Universiti Utara Malaysia |
Language: | English English English |