A bootstrap test for additive outliers in non-stationary time series (Q2864624)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A bootstrap test for additive outliers in non-stationary time series |
scientific article; zbMATH DE number 6232524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap test for additive outliers in non-stationary time series |
scientific article; zbMATH DE number 6232524 |
Statements
A bootstrap test for additive outliers in non-stationary time series (English)
0 references
26 November 2013
0 references
additive outliers
0 references
\(t\)-test
0 references
bootstrap
0 references
0.91295713
0 references
0.8992222
0 references
0.88403344
0 references
0.8777178
0 references
0.87318254
0 references
0.87085336
0 references
