An outlier test for linear processes. II: Large contamination

DOI10.1007/BF02613895zbMath0845.62058MaRDI QIDQ1915120

Thomas Flak, Wolfgang Schmid

Publication date: 22 September 1996

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176631

zbMATH Keywords

linear processesARMA processoutlier testnumber of outliers

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (1)

AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR

Cites Work

• An outlier test for linear processes
• On functions of order statistics for mixing processes
• On the Central Limit Theorem for $\varphi$-Mixing Arrays of Random Variables
• On the Strong Mixing Property for Linear Sequences
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