Outliers And Structural Breaks Detection In Autoregressive Model By Indicator Saturation Approach
The indicator saturation approach is one of the latest methods in the literature that Can detect both the outlier and structural break dates simultaneously in a financial time series data. As the approach applied general-to-specific modelling in identifying the most significant indicators, gets pac...
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| Format: | Thesis |
| Language: | English |
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2020
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| Online Access: | http://eprints.usm.my/52558/1/Pages%20from%20Final%20Thesis%20Muhammad%20Azim%20Mohammad%20Nasir.pdf |