Modeling the Effects of Outliers on the Estimation of Linear Stochastic Time Series Model
This study investigates the effects of outliers on the estimates of ARIMA model parameters with particular attention given to the performance of two outlier detection and modeling methods targeted at achieving more accurate estimates of the parameters. The two methods considered are: an iterative ou...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Etamaths Publishing
2019-07-01
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| Series: | International Journal of Analysis and Applications |
| Online Access: | http://etamaths.com/index.php/ijaa/article/view/1935 |