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Increasing the efficacy of the tests for outliers for geodetic networks

✍ Scribed by Hekimoglu, S. ;Erdogan, B. ;Erenoglu, R. ;Hosbas, R.


Book ID
120889581
Publisher
Akadmiai Kiad
Year
2011
Tongue
English
Weight
363 KB
Volume
46
Category
Article
ISSN
1217-8977

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In this paper we investigate the properties of the Lagrange Multiplier [LM] test for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) in the presence of additive outliers (AOs). We show analytically that both the asymptotic size and power are adversely aected if AOs