Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach

Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach

The presence of structural changes, specifically outliers and structural breaks, adversely affects the estimation of economic and financial indicators in terms of the model accuracy and forecasting performance. Focusing on the detection of outliers and structural breaks, which has recently gained gr...

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书目详细资料
主要作者:	Rose, Farid Zamani Che
格式:	Thesis
语言:	English
出版:	2023
主题:	QA1 Mathematics (General)
在线阅读:	http://eprints.usm.my/61267/1/24%20Pages%20from%20FARID%20ZAMANI%20BIN%20CHE%20ROSE.pdf
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