Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR (1) processes (Q2974904)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR (1) processes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR (1) processes |
scientific article |
Statements
Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR (1) processes (English)
0 references
11 April 2017
0 references
Chen and Liu procedure
0 references
discordant observations
0 references
IO/TC/AO/LS
0 references
simulation analysis
0 references
structural breaks
0 references
