Changes in persistence in outlier contaminated time series
Year of publication: |
2017
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Authors: | Hirsch, Tristan ; Rinke, Saskia |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Additive Outliers | Innovative Outliers | Change in Persistence | Outlier Detection | Monte Carlo |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 876590210 [GVK] hdl:10419/162491 [Handle] RePEc:han:dpaper:dp-583 [RePEc] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: |
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Changes in persistence in outlier contaminated time series
Hirsch, Tristan, (2017)
-
Rinke, Saskia, (2017)
-
The influence of additive outliers on the performance of information criteria to detect nonlinearity
Rinke, Saskia, (2016)
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Changes in persistence in outlier contaminated time series
Hirsch, Tristan, (2017)
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The influence of additive outliers on the performance of information criteria to detect nonlinearity
Rinke, Saskia, (2016)
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Information criteria for nonlinear time series models
Rinke, Saskia, (2015)
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