Understanding the effect of time series outliers on sample autocorrelations

Understanding the effect of time series outliers on sample autocorrelations

10.1007/BF02563108

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Bibliographic Details
Main Author: Chan, W.-S.
Other Authors: ECONOMICS & STATISTICS
Format: Article
Published: Springer-Verlag 2011
Subjects:
Additive outlier
Arma model
Innovational outlier
Level shift
Temporary change
Online Access:http://scholarbank.nus.edu.sg/handle/10635/21422
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Institution: National University of Singapore
Description
Summary:10.1007/BF02563108

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