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S. Mittnik
Information about the author S. Mittnik will soon be added to the site.
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2 papers
in total
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Statistical inference in regression with heavy-tailed integrated variables
2001
We consider the problem of statistical inference in a bivariate time series regression...
The distribution of test statistics for outlier detection in heavy-tailed samples
2001
We investigate the asymptotic behavior of outliers test samples statistics drawn from...
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