An outlier test for linear processes

DOI10.1007/BF02613694MaRDI QIDQ685769zbMATH OpenFDO

Authors Thomas Flak, Wolfgang Schmid

Publication date 18 October 1993

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176477

zbMATH Keywords

domain of attractionGaussian white noiseGumbel distributionrobust estimateslinear processoutlier testobserved processsquared standardized white noise

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Cites work

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• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• scientific article; zbMATH DE number 3395249 (Why is no real title available?)
• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
• A note on the asymptotic normality of sums of extreme values
• Central limit theorems for sums of extreme values
• Normal and stable convergence of integral functions of the empirical distribution function

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• THE DETECTION OF A SINGLE ADDITIVE OUTLIER OF UNKNOWN POSITION
• Outlier test in randomized linear model
• AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR
• Extended tables on an approximate test for outliers in linear models
• Shift outliers in linear inference
• An outlier test for linear processes. II: Large contamination
• On tests for outliers
• Universal sequential outlier hypothesis testing
• Outlier detection tests based on martingale estimating equations for stochastic processes
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• scientific article; zbMATH DE number 4086823 (Why is no real title available?)

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