Pages that link to "Item:Q3440785"
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The following pages link to SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES* (Q3440785):
Displayed 15 items.
- Anomaly Detection in Streaming Nonstationary Temporal Data (Q141797) (← links)
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
- The effect of additive outliers on a fractional unit root test (Q1622085) (← links)
- A note on the Vogelsang test for additive outliers (Q2474520) (← links)
- A Comparative Note about Estimation of the Fractional Parameter under Additive Outliers (Q2809594) (← links)
- A bootstrap test for additive outliers in non-stationary time series (Q2864624) (← links)
- Innovational Outliers in INAR(1) Models (Q3064076) (← links)
- Additive Outlier Detection Via Extreme-Value Theory (Q3440763) (← links)
- Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367) (← links)
- ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS (Q3652621) (← links)
- Binomial AR(1) processes with innovational outliers (Q5079051) (← links)
- An outlier-resistant test for heteroscedasticity in linear models (Q5130277) (← links)
- Behavior of the Size in the Unit Root Testing Under Contamination (Q5415885) (← links)