Robust Dickey-Fuller tests based on ranks for time series with additive outliers
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Publication:506584
DOI10.1007/s00184-016-0594-8zbMath1356.62154OpenAlexW2515584647MaRDI QIDQ506584
Marcelo Bourguignon, Valdério Anselmo Reisen, Helène Boistard, Céline Lévy-Leduc
Publication date: 1 February 2017
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-016-0594-8
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)
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