Unit root test in the presence of a single additive outlier small sample case

DOI10.7151/DMPS.1022zbMath1006.62079OpenAlexW2322400893MaRDI QIDQ4792837

Hocine Fellag

Publication date: 10 March 2003

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

Full work available at URL: https://semanticscholar.org/paper/087962501c856c2a7f4bf980a7e742b29b785bf5

zbMATH Keywords

outlierspowersizeautoregressive modelunit roots

Mathematics Subject Classification ID

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

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