scientific article; zbMATH DE number 548901

zbMATH Open0798.62088MaRDI QIDQ4286785FDOQ4286785

Authors: Thomas Flak 

Publication date: 12 April 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

forecastasymptotic normalityasymptotic propertiesinterpolationtime series modelsadditive outliersinnovation outliersidentification of outlierstests for outlierspresence of outliersnormed sums of extreme valuessums of \(m\)-dependent random variablesUtev's theorem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Cited In (5)

• An outlier test for linear processes
• On tests for outliers
• A test for additive outliers applicable to long-memory time series
• Title not available (Why is that?)
• Title not available (Why is that?)

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