Detection Of Outliers And Structural Breaks In Structural Time Series Model Using Indicator Saturation Approach

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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...

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Bibliographic Details
Main Author:	Rose, Farid Zamani Che
Format:	Thesis
Language:	English
Published:	2023
Subjects:	QA1 Mathematics (General)
Online Access:	http://eprints.usm.my/61267/ http://eprints.usm.my/61267/1/24%20Pages%20from%20FARID%20ZAMANI%20BIN%20CHE%20ROSE.pdf

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