Robust detection of outliers in bilinear (P,0,1,1) time series model

Bilinear time series model is the simplest model among the nonlinear time series models. Like other time series models, parameter estimation is a crucial process to determine the precision of the model. Nonlinear least squares (NLS) method along with Newton-Raphson (NR) iterative procedure is deemed...

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Bibliographic Details
Main Author:	Mohd Isfahani, Ismail
Format:	Thesis
Language:	English English English
Published:	2024
Subjects:	QA154 Algebra.
Online Access:	https://etd.uum.edu.my/11195/1/depositpermission.pdf https://etd.uum.edu.my/11195/2/s900981_01.pdf https://etd.uum.edu.my/11195/3/s900981_02.pdf https://etd.uum.edu.my/11195/
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