An outlier test for linear processes
| Year of publication: |
1993
|
|---|---|
| Authors: | Flak, Thomas ; Schmid, Wolfgang |
| Published in: |
Metrika. - Springer. - Vol. 40.1993, 1, p. 299-318
|
| Publisher: |
Springer |
| Subject: | Outlier | ARMA-process | linear process | outlier test | robust estimates |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005598617