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 :
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