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An outlier test for linear processes - II. Large contamination

Author
FLAK, T1 ; SCHMID, W1
[1] Universität Ulm, Abteilung Stochastik, 89069 Ulm, Germany
Source

Metrika (Heidelberg). 1996, Vol 43, Num 1, pp 31-42 ; ref : 10 ref

CODEN
MTRKA8
ISSN
0026-1335
Scientific domain
Mathematics
Publisher
Springer, Heidelberg
Publication country
Germany
Document type
Article
Language
English
Keyword (fr)
Loi limite Modèle ARMA Observation aberrante Processus linéaire Statistique test Suite mélangeante
Keyword (en)
Limit distribution ARMA model Outlier Linear process Test statistic Mixing sequence
Keyword (es)
Ley límite Modelo ARMA Observación aberrante Proceso lineal Estadística test
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
3029027

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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