Detection of Additive Outliers in Seasonal Time Series

DOI10.2202/1941-1928.1043zbMATH Open1266.91068OpenAlexW3124772952MaRDI QIDQ4928541FDOQ4928541

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)

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

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