An Outlier Test for Linear Processes - II. Large Contamination.

Thomas Flak; Wolfgang Schmid

Metrika (1996)

  • Volume: 43, Issue: 1, page 31-42
  • ISSN: 0026-1335; 1435-926X/e

How to cite

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Flak, Thomas, and Schmid, Wolfgang. "An Outlier Test for Linear Processes - II. Large Contamination.." Metrika 43.1 (1996): 31-42. <http://eudml.org/doc/176631>.

@article{Flak1996,
author = {Flak, Thomas, Schmid, Wolfgang},
journal = {Metrika},
keywords = {ARMA process; outlier test; linear processes; number of outliers},
number = {1},
pages = {31-42},
title = {An Outlier Test for Linear Processes - II. Large Contamination.},
url = {http://eudml.org/doc/176631},
volume = {43},
year = {1996},
}

TY - JOUR
AU - Flak, Thomas
AU - Schmid, Wolfgang
TI - An Outlier Test for Linear Processes - II. Large Contamination.
JO - Metrika
PY - 1996
VL - 43
IS - 1
SP - 31
EP - 42
KW - ARMA process; outlier test; linear processes; number of outliers
UR - http://eudml.org/doc/176631
ER -

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