Detection of Additive Outliers in Seasonal Time Series

DOI10.2202/1941-1928.1043MaRDI QIDQ4928541zbMATH OpenOpenAlexFDO

Authors Niels Haldrup, Antonio Montañés, Andreu Sanso

Publication date 14 June 2013

Published in Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL https://pure.au.dk/ws/files/17518473/rp09_40.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cited in

(2)

• Detection and estimation of additive outliers in seasonal time series
• M-estimator based unit root tests in the ESTAR framework

This page was built for publication: Detection of Additive Outliers in Seasonal Time Series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4928541)