An Outlier Test for Linear Processes - II. Large Contamination.
Metrika, Tome 43 (1996) no. 3, pp. 31-42.

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

Mots-clés : ARMA process, outlier test, linear processes, number of outliers
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     author = {Thomas Flak and Wolfgang Schmid},
     title = {An {Outlier} {Test} for {Linear} {Processes} - {II.} {Large} {Contamination.}},
     journal = {Metrika},
     pages = {31--42},
     publisher = {mathdoc},
     volume = {43},
     number = {3},
     year = {1996},
     zbl = {0845.62058},
     url = {http://geodesic.mathdoc.fr/item/MET_1996__43_3_176631/}
}
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Thomas Flak; Wolfgang Schmid. An Outlier Test for Linear Processes - II. Large Contamination.. Metrika, Tome 43 (1996) no. 3, pp. 31-42. http://geodesic.mathdoc.fr/item/MET_1996__43_3_176631/