Understanding the effect of time series outliers on sample autocorrelations
10.1007/BF02563108
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Main Author: | Chan, W.-S. |
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Other Authors: | ECONOMICS & STATISTICS |
Format: | Article |
Published: |
Springer-Verlag
2011
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/21422 |
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Institution: | National University of Singapore |
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