A test for additive outliers applicable to long-memory time series
Year of publication: |
2006
|
---|---|
Authors: | Chareka, Patrick ; Matarise, Florance ; Turner, Rolf |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 4, p. 595-621
|
Subject: | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution |
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