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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書目詳細資料
主要作者:	Rose, Farid Zamani Che
格式:	Thesis
語言:	English
出版:	2023
主題:	QA1 Mathematics (General)
在線閱讀:	http://eprints.usm.my/61267/1/24%20Pages%20from%20FARID%20ZAMANI%20BIN%20CHE%20ROSE.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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