A contribution to Balas' algorithm
Jaroslav Hrouda (1971)
Aplikace matematiky
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Jaroslav Hrouda (1971)
Aplikace matematiky
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Dominique Guegan (1990)
Statistique et analyse des données
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Hristu-Varsakelis, D., Kyrtsou, C. (2008)
Discrete Dynamics in Nature and Society
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Field, Bruce W. (1999)
Journal for Geometry and Graphics
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Shiina, Kumiko, Saito, Takaaki, Suzuki, Kenjiro (1997)
Journal for Geometry and Graphics
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Sture Holm (1980)
Banach Center Publications
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Lynda Atil, Hocine Fellag, Karima Nouali (2006)
Discussiones Mathematicae Probability and Statistics
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The two sided unit root test of a first-order autoregressive model in the presence of an innovation outlier is considered. In this paper, we present three tests; two are usual and one is new. We give formulas computing the size and the power of the three tests when an innovation outlier (IO) occurs at a specified time, say k. Using a comparative study, we show that the new statistic performs better under contamination. A Small sample case is considered only.
Carolan, Anthony M., Rayner, J.C.W. (2001)
Journal of Applied Mathematics and Decision Sciences
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Đorđe Kadijević (2002)
The Teaching of Mathematics
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E. Pleszczyńska (1971)
Applicationes Mathematicae
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H. J. Borchers (1973)
Recherche Coopérative sur Programme n°25
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