Understanding the effect of time series outliers on sample autocorrelations

Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF02563108

DC Field	Value
dc.title	Understanding the effect of time series outliers on sample autocorrelations
dc.contributor.author	Chan, W.-S.
dc.date.accessioned	2011-04-18T08:42:08Z
dc.date.available	2011-04-18T08:42:08Z
dc.date.issued	1995
dc.identifier.citation	Chan, W.-S. (1995). Understanding the effect of time series outliers on sample autocorrelations. Test 4 (1) : 179-186. ScholarBank@NUS Repository. <a href="https://doi.org/10.1007/BF02563108" target="_blank">https://doi.org/10.1007/BF02563108</a>
dc.identifier.issn	11330686
dc.identifier.issn	18638260
dc.identifier.uri	http://scholarbank.nus.edu.sg/handle/10635/21422
dc.description.uri	http://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1007/BF02563108
dc.publisher	Springer-Verlag
dc.source	Scopus
dc.subject	Additive outlier
dc.subject	Arma model
dc.subject	Innovational outlier
dc.subject	Level shift
dc.subject	Temporary change
dc.type	Article
dc.contributor.department	ECONOMICS & STATISTICS
dc.description.doi	10.1007/BF02563108
dc.description.sourcetitle	Test
dc.description.volume	4
dc.description.issue	1
dc.description.page	179-186
dc.identifier.isiut	NOT_IN_WOS
Appears in Collections:	Staff Publications

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