文章基本信息

标题：Detection Procedure for a Single Additive Outlier and Innovational Outlier in a Bilinear Model
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作者：Azami Zaharim ; Ibrahim Ahmad ; Ibrahim Mohamed 等
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2007
卷号：3
期号：1
页码：1-5
DOI：10.1234/pjsor.v3i1.69
出版社：College of Statistical and Actuarial Sciences
摘要：A single outlier detection procedure for data generated from BL(1,1,1,1) models is developed. It is carried out in three stages. Firstly, the measure of impact of an IO and AO denoted by IO ω , AO ω , respectively are derived based on least squares method. Secondly, test statistics and test criteria are defined for classifying an observation as an outlier of its respective type. Finally, a general single outlier detection procedure is presented to distinguish a particular type of outlier at a time point t.