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Title

Detection of outliers in BL(1,1,1,1) Models using Least Squares Method

Keywords

-

Description

In the literature, various nonlinear time series data was shown to exist. As a result, studies on nonlinear models have been carried out. One of them is bilinear model. Further, there is a possibility that outliers may exist in the data. In this article, the possibility of an outlier appear in a special case of bilinear model, BL(1,1,1,1) is investigated. An outlier detection procedure is proposed.

Date

2006-07-01

Identifier


Source

Pakistan Journal of Statistics and Operation Research; Vol 2. No. 2, July 2006



Print ISSN: 1816-2711 | Electronic ISSN: 2220-5810