An outlier test for linear processes. II: Large contamination

DOI10.1007/BF02613895MaRDI QIDQ1915120zbMATH OpenFDO

Authors Thomas Flak, Wolfgang Schmid

Publication date 22 September 1996

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176631

zbMATH Keywords

linear processesARMA processoutlier testnumber of outliers

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Recommendations

• An outlier test for linear processes
• Unified scheme for testing for outliers in linear models
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• On Asymptotic Properties of a Test for Detecting Outliers
• On the upper bounds of test statistics for a single outlier test in linear regression models
• Extended tables on an approximate test for outliers in linear models
• The effects of outliers on two nonlinearity tests

Cites work

• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3963031 (Why is no real title available?)
• scientific article; zbMATH DE number 954467 (Why is no real title available?)
• An outlier test for linear processes
• On functions of order statistics for mixing processes
• On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
• On the Strong Mixing Property for Linear Sequences

Cited in

(5)

• AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR
• Extended tables on an approximate test for outliers in linear models
• An outlier test for linear processes
• scientific article; zbMATH DE number 718724 (Why is no real title available?)
• scientific article; zbMATH DE number 4086823 (Why is no real title available?)

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