Detection of additive outliers in bilinear time series

Authors:
Cathy W. S. Chen
Affiliations:
-
Venue:
Computational Statistics & Data Analysis
Year:
1997

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Performances test statistics for single outlier detection in bilinear (1,1,1,1) models

NOLASC'06 Proceedings of the 5th WSEAS international conference on Non-linear analysis, non-linear systems and chaos

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Abstract