Discussiones Mathematicae Probability and Statistics 21(2) (2001) 89-97

Hocine Fellag

*Department of Mathematics
Faculty of Sciences, University of Tizi-Ouzou
Tizi-Ouzou, 15000 Algeria
*

**Keywords:** autoregressive, outlier, power, size, unit root.

**2000 Mathematics Subject Classification:** Primary 62F11; Secondary 62M10.

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Received 4 August 2001

Revised 19 December 2001