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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jedc.2005.01.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2086616687 / rank
 
Normal rank

Revision as of 21:56, 19 March 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)
    0 references
    0 references
    0 references
    0 references
    25 November 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Gaussian distribution
    0 references
    extreme value distributions
    0 references
    Gumbel distribution
    0 references
    Berman condition
    0 references
    normalization constants
    0 references
    0 references