A note on the Vogelsang test for additive outliers
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Publication:2474520
DOI10.1016/j.spl.2007.07.004zbMath1130.62089OpenAlexW3125449928MaRDI QIDQ2474520
Publication date: 6 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.004
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Uses Software
Cites Work
- Measurement errors and outliers in seasonal unit root testing
- SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
- Intervention Analysis with Applications to Economic and Environmental Problems
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
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