A test for additive outliers applicable to long-memory time series (Q956520)
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scientific article; zbMATH DE number 5373157
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| default for all languages | No label defined |
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| English | A test for additive outliers applicable to long-memory time series |
scientific article; zbMATH DE number 5373157 |
Statements
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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0.91295713
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0.9022957
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0.8799701
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0.87772334
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0.8768017
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