Unit root tests for time series with outliers
type: Item
instance of: scholarly article
title: Unit root tests for time series with outliers
zbMATH Open document ID: 0904.62105
DOI: 10.1016/0167-7152(95)00218-9
author: Dong Wan Shin
author: Sahadeb Sarkar
author: Jong Hyup Lee
published in: Statistics \& Probability Letters
publication date: 1998-11-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 1190907
zbMATH Keywords: ARIMA model
zbMATH Keywords: outlier detection
zbMATH Keywords: time series
zbMATH Keywords: additive outliers
zbMATH Keywords: innovational outliers
zbMATH Keywords: unit root tests
MaRDI profile type: Publication
full work available at URL: 0167-7152(95)00218-9
OpenAlex ID: W2021684460
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cites work: TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA
description: scientific article; zbMATH DE number 1190907