Robust testing serial correlation in AR(1) processes in the presence of a single additive outlier

Communications in Statistics - Theory and Methods

Volumn 32, Issue 8, 2003, Pages 1527-1540

  Berkoun, Youcef ^a   Fellag, Hocine ^a   Zieliński, Ryszard ^b  

^a UNIVERSITÉ MOULOUD MAMMERI   (Algeria)

^b INSTITUTE OF MATHEMATICS   (Poland)

Author keywords

Additive outlier; Autoregressive process; Durbin Watson test; Power; Size; Von Neumann ratio

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; REGRESSION ANALYSIS; STATISTICS;

AUTOREGRESSIVE PROCESS; DURBIN-WATSON TEST; POWER; ROBUST TESTING SERIAL CORRELATION; SINGLE ADDITIVE OUTLIER; SIZE; VON NEUMANN RATIO;

STATISTICAL TESTS;

EID: 0042200293     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120022243     Document Type: Article

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