Assessing influence in Gaussian long-memory models

A statistical methodology for detecting influential observations in long-memory models is proposed. The identification of these influential points is carried out by case-deletion techniques. In particular, a Kullback

• Type: Journal
• Year: 2008
• Where: CSDA
• Authors: Wilfredo Palma, Pascal Bondon, José Tapia
• Keywords: CSDA 2008, Influential Observations, Influential Points, Statistical Methodology