Understanding the effect of time series outliers on sample autocorrelations

Wai-Sum Chan

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1995, vol. 4, issue 1, 179-186

Keywords: Additive outlier; Arma model; Innovational outlier; Level shift; Temporary change (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/BF02563108

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