An outlier test for linear processes — II. Large contamination
| Year of publication: |
1996
|
|---|---|
| Authors: | Flak, Thomas ; Schmid, Wolfgang |
| Published in: |
Metrika. - Springer. - Vol. 43.1996, 1, p. 31-42
|
| Publisher: |
Springer |
| Subject: | Outlier | ARMA process | linear process | outlier test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005155985