Additive Outlier Detection via Extreme-Value Theory.

Burridge, P. and Taylor, A.M.R. (2006) Additive Outlier Detection via Extreme-Value Theory. Journal of Time Series Analysis, 27 (5). pp. 685-701. ISSN 0143-9782

Abstract

Metadata

Authors/Creators:
  • Burridge, P.
  • Taylor, A.M.R.
Keywords: Additive outliers • extreme order statistics • standardized spacings
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 30 Mar 2009 19:04
Last Modified: 30 Mar 2009 19:04
Published Version: http://dx.doi.org/10.1111/j.1467-9892.2006.00483.x
Status: Published
Publisher: Blackwell Publishing Ltd
Identification Number: 10.1111/j.1467-9892.2006.00483.x

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