A test for additive outliers applicable to long-memory time series (Q956520): Difference between revisions
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Revision as of 19:50, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for additive outliers applicable to long-memory time series |
scientific article |
Statements
A test for additive outliers applicable to long-memory time series (English)
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25 November 2008
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Gaussian distribution
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extreme value distributions
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Gumbel distribution
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Berman condition
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normalization constants
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