Title of article
A test for additive outliers applicable to long-memory time series
Author/Authors
Patrick Chareka، نويسنده , , Florance Matarise، نويسنده , , Rolf Turner، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
27
From page
595
To page
621
Keywords
Gaussian distribution , Berman condition , Normalization constants , Gumbel distribution , Extreme value distributions
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238899
Link To Document