Rank tests for short memory stationarity (Q528124)
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scientific article; zbMATH DE number 6714800
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| default for all languages | No label defined |
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| English | Rank tests for short memory stationarity |
scientific article; zbMATH DE number 6714800 |
Statements
Rank tests for short memory stationarity (English)
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12 May 2017
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stationarity test
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unit roots
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robustness
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rank statistics
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Theil-Sen estimator
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asymptotic efficiency
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0.8399153351783752
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0.8399153351783752
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0.8386332988739014
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0.8332789540290833
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0.8264225125312805
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