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Detection of additive outliers in bilinear time series

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  • Chen, Cathy W. S.

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  • Chen, Cathy W. S., 1997. "Detection of additive outliers in bilinear time series," Computational Statistics & Data Analysis, Elsevier, vol. 24(3), pages 283-294, May.
    • Handle: RePEc:eee:csdana:v:24:y:1997:i:3:p:283-294
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    References listed on IDEAS

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    1. Robert E. McCulloch & Ruey S. Tsay, 1994. "Bayesian Analysis Of Autoregressive Time Series Via The Gibbs Sampler," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(2), pages 235-250, March.
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    Cited by:

    1. Ping Chen & Jing Yang & Linyuan Li, 2015. "Synthetic detection of change point and outliers in bilinear time series models," International Journal of Systems Science, Taylor & Francis Journals, vol. 46(2), pages 284-293, January.
    2. Jussi Tolvi, 2001. "Outliers in eleven Finnish macroeconomic time series," Finnish Economic Papers, Finnish Economic Association, vol. 14(1), pages 14-32, Spring.
    3. Chen, Cathy W.S. & Lee, Sangyeol, 2016. "Generalized Poisson autoregressive models for time series of counts," Computational Statistics & Data Analysis, Elsevier, vol. 99(C), pages 51-67.
    4. Francesco Battaglia & Lia Orfei, 2005. "Outlier Detection And Estimation In NonLinear Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(1), pages 107-121, January.
    5. Battaglia, Francesco, 2005. "Outliers in functional autoregressive time series," Statistics & Probability Letters, Elsevier, vol. 72(4), pages 323-332, May.
    6. King Chi Hung & Siu Hung Cheung & Wai-Sum Chan & Li-Xin Zhang, 2009. "On a robust test for SETAR-type nonlinearity in time series analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(5), pages 445-464.

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