A test for additive outliers applicable to long-memory time series (Q956520): Difference between revisions

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A test for additive outliers applicable to long-memory time series
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    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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