期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2006
卷号：2
期号：2
页码：99-101
DOI：10.1234/pjsor.v2i2.92
出版社：College of Statistical and Actuarial Sciences
摘要：In the literature, various nonlinear time series data was shown to exist. As a result, studies on nonlinear models have been carried out. One of them is bilinear model. Further, there is a possibility that outliers may exist in the data. In this article, the possibility of an outlier appear in a special case of bilinear model, BL(1,1,1,1) is investigated. An outlier detection procedure is proposed.
