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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書目詳細資料
主要作者:	Chan, W.-S.
其他作者:	ECONOMICS & STATISTICS
格式:	Article
出版:	Springer-Verlag 2011
主題:	Additive outlier Arma model Innovational outlier Level shift Temporary change
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/21422
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore

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