Geodesic
An Outlier Test for Linear Processes.
Metrika, Tome 40 (1993) no. 2, pp. 299-318.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : robust estimates, linear process, observed process, outlier test, squared standardized white noise, domain of attraction, Gumbel distribution, Gaussian white noise 
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     author = {Thomas Flak and Wolfgang Schmid},
     title = {An {Outlier} {Test} for {Linear} {Processes.}},
     journal = {Metrika},
     pages = {299--318},
     publisher = {mathdoc},
     volume = {40},
     number = {2},
     year = {1993},
     zbl = {0778.62081},
     url = {http://geodesic.mathdoc.fr/item/MET_1993__40_2_176477/}
}
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Thomas Flak; Wolfgang Schmid. An Outlier Test for Linear Processes.. Metrika, Tome 40 (1993) no. 2, pp. 299-318. http://geodesic.mathdoc.fr/item/MET_1993__40_2_176477/