Identification of a Type I Outlier in an Autoregressive Model (Q4203664)
From MaRDI portal
scientific article; zbMATH DE number 4123107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of a Type I Outlier in an Autoregressive Model |
scientific article; zbMATH DE number 4123107 |
Statements
Identification of a Type I Outlier in an Autoregressive Model (English)
0 references
1989
0 references
type I outlier
0 references
likelihood ratio test
0 references
tests of discordancy
0 references
time series
0 references
autoregressive process
0 references
slippage model
0 references
UMPU test
0 references
asymptotic distributions
0 references
asymptotic power functions
0 references
