Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

scientific article; zbMATH DE number 2052893

From MaRDI portal
Publication:4454526
Jump to:navigation, search

zbMATH Open1037.62086MaRDI QIDQ4454526FDOQ4454526

H. Fellag, Safia Abdouche

Publication date: 8 March 2004



Title of this publication is not available (Why is that?)


zbMATH Keywords

powerunit rootssizeautoregression


Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)



Cited In (2)

  • Unit root test in the presence of a single additive outlier small sample case
  • Robust Testing Serial Correlation in AR(1) Processes in the Presence of a Single Additive Outlier


   Recommendations
  • Unit root test in the presence of a single additive outlier small sample case πŸ‘ πŸ‘Ž
  • Unit root test under innovation outlier contamination small sample case πŸ‘ πŸ‘Ž
  • Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers πŸ‘ πŸ‘Ž
  • A note on the Vogelsang test for additive outliers πŸ‘ πŸ‘Ž
  • Unit root tests for time series with outliers πŸ‘ πŸ‘Ž





This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4454526)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4454526&oldid=18509125"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 7 February 2024, at 04:46. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki