Testing on the first-order autoregressive model with contaminated exponential white noise finite sample case

DOI10.7151/DMPS.1017zbMath0984.62064OpenAlexW2328902147MaRDI QIDQ2772989

Hocine Fellag

Publication date: 24 March 2002

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/489c809a01306e3efdaa1b8b11793156431f3a7d

zbMATH Keywords

exponential distributionautoregressive modeloutlier

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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