scientific article; zbMATH DE number 548901

MaRDI QIDQ4286785zbMATH OpenFDO

Authors Thomas Flak

Publication date 12 April 1994

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)

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