Understanding the effect of time series outliers on sample autocorrelations
| Year of publication: |
1995
|
|---|---|
| Authors: | Chan, Wai-Sum |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 4.1995, 1, p. 179-186
|
| Publisher: |
Springer |
| Subject: | Additive outlier | Arma model | Innovational outlier | Level shift | Temporary change |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166802