مرکز منطقه ای اطلاع رساني علوم و فناوري - Unit root tests for time series with outliers

Title of article :

Unit root tests for time series with outliers

Author/Authors :

Dong Wan Shin، نويسنده , , Sahadeb Sarkar، نويسنده , , Jong Hyup Lee، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1996

Pages :

From page :

189

To page :

197

Keywords :

Additive outlier , Innovational outlier , Outlier detection , time series , Unit root , ARIMA model

Journal title :

Statistics and Probability Letters

Serial Year :

1996

Journal title :

Statistics and Probability Letters

Record number :

138491

Link To Document :