A prediction‐residual approach for identifying rare events in periodic time series (Q5495688)

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scientific article; zbMATH DE number 6325583
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A prediction‐residual approach for identifying rare events in periodic time series
scientific article; zbMATH DE number 6325583

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    A prediction‐residual approach for identifying rare events in periodic time series (English)
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    6 August 2014
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    ARMA asymptotics
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    peaks over threshold
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    periodicities
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    thresholding
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