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Rapid penalized likelihood-based outlier detection via heteroskedasticity test

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  • Affiliation of Author(s):中泰证券金融研究院

  • Journal:Journal of Statistical Computation and Simulation

  • All the Authors:linlu

  • First Author:宋允全

  • Document Code:19E08883F0884F5E89D9FCEA6A4ED412

  • Volume:87

  • Issue:6

  • Page Number:1206

  • Translation or Not:no

  • Date of Publication:2017-06-01

  • Date of Publication:2017-06-01
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