outlier. Second, using the outlier-corrected data, the integrated GARCH effect or high volatility persistence remains in the …

and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical … approximation of such a region also called an outlier identifier is mainly dependent on some estimator of the unknown scale … parameter. The worst case behaviour of several reasonable outlier identifiers is investigated thoroughly and it is shown that …

In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain … performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to … multivariate outlier identifiers. We show how this term depends on the respective biases of estimators which are used to construct …

and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical … approximation of such a region also called an outlier identifier is mainly dependent on some estimator of the unknown scale … parameter. The worst case behaviour of several reasonable outlier identifiers is investigated thoroughly and it is shown that …

In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain … performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to … multivariate outlier identifiers. We show how this term depends on the respective biases of estimators which are used to construct …

In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain … performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to … multivariate outlier identifiers. We show how this term depends on the respective biases of estimators which are used to construct …

and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical … approximation of such a region also called an outlier identifier is mainly dependent on some estimator of the unknown scale … parameter. The worst case behaviour of several reasonable outlier identifiers is investigated thoroughly and it is shown that …