The effects of additive outliers on the seasonal KPSS test: a Monte Carlo analysis

DOI10.1080/00949650902755160zbMath1195.62139OpenAlexW2038160688MaRDI QIDQ3589965

Ghassen El Montasser, Sami Khedhiri

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902755160

zbMATH Keywords

Monte Carlo simulationadditive outliersseasonal KPSS test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cites Work

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