A bootstrap test for additive outliers in non-stationary time series
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Publication:2864624
DOI10.1111/jtsa.12033zbMath1277.62203OpenAlexW1593366628MaRDI QIDQ2864624
A. M. Robert Taylor, Sam Astill, David I. Harvey
Publication date: 26 November 2013
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12033
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)
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