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Browsing by Author Mittnik, S.

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PreviewIssue DateTitleAuthor(s)
Aug-1999The Distribution of Test Statistics for Outlier Detection in Heavy-tailed SamplesMittnik, S.; Rachev, S. T.; Samorodnitsky, G.
Oct-1998Testing for structural breaks in time series regressions with heavy-tailed disturbancesMittnik, S.; Rachev, S. T.; Samorodnitsky, G.
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