The computational efficiency of outlier estimates for different generating process

MaRDI QIDQ5446663zbMATH OpenFDO

Authors D. K. Shangodoyin, R. Arnab

Publication date 6 March 2008

zbMATH Keywords

additive and innovational modelsARARMAbiasefficiencygenerating mechanismgenerating mechanismsoutlierssimulation

Mathematics Subject Classification ID

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

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