An Outlier Test for Linear Processes.
Metrika, Tome 40 (1993) no. 2, pp. 299-318
Cet article a éte moissonné depuis 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
@article{MET_1993__40_2_176477,
author = {Thomas Flak and Wolfgang Schmid},
title = {An {Outlier} {Test} for {Linear} {Processes.}},
journal = {Metrika},
pages = {299--318},
year = {1993},
volume = {40},
number = {2},
zbl = {0778.62081},
url = {http://geodesic.mathdoc.fr/item/MET_1993__40_2_176477/}
}
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/