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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Rose, Farid Zamani Che
التنسيق:	أطروحة
اللغة:	الإنجليزية
منشور في:	2023
الموضوعات:	QA1 Mathematics (General)
الوصول للمادة أونلاين:	http://eprints.usm.my/61267/
Abstract	Abstract here

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