Analysis of the performance of test statistics for detection of outliers (additive, innovative, transient, and level shift) in AR (1) processes

DOI10.1080/03610918.2014.985383zbMath1422.62291OpenAlexW2345490722MaRDI QIDQ2974904

Amena Urooj, Zahid Asghar

Publication date: 11 April 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.985383

zbMATH Keywords

simulation analysisstructural breaksdiscordant observationsChen and Liu procedureIO/TC/AO/LS

Mathematics Subject Classification ID

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

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