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

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