Additive Outlier Detection Via Extreme-Value Theory (Q3440763)

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Additive Outlier Detection Via Extreme-Value Theory
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    title
    Additive Outlier Detection Via Extreme-Value Theory (English)
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    author
    Peter Burridge
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    A. M. Robert Taylor
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    publication date
    29 May 2007
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    zbMATH DE Number
    5158756
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    zbMATH Keywords
    spacing
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    unit root process
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    Gumbel distribution
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    domain of max-attraction
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    Perron-Rodriguez test
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