Identification of a Type I Outlier in an Autoregressive Model

DOI10.1080/02331888908802203zbMath0685.62072OpenAlexW2069553479MaRDI QIDQ4203664

Wolfgang Schmid

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802203

zbMATH Keywords

likelihood ratio testtime seriesasymptotic distributionsautoregressive processasymptotic power functionstype I outliertests of discordancyslippage modelUMPU test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Related Items (1)

AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Identification of a Type I Outlier in an Autoregressive Model