A mixture‐distribution factor model for multivariate outliers (Q5433626): Difference between revisions

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+Compound Poisson process approximation.
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+The surprise element: Jumps in interest rates.
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+Measurement errors and outliers in seasonal unit root testing
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+A mixture‐distribution factor model for multivariate outliers
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE  IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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+Asymptotics for likelihood ratio tests under loss of identifiability
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Outliers in multivariate time series
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+Hypothesis Testing in Mixture Regression Models
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