A practical method for outlier detection in autoregressive time series modelling
Hau, M C; and Tong, Howell
(1990)
A practical method for outlier detection in autoregressive time series modelling.
Stochastic Hydrology and Hydraulics, 3 (4).
pp. 241-260.
ISSN 0931-1955
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1007/BF01543459 |
| Date Deposited | 08 Jul 2008 14:12 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6445 |