External bootstrap test for the search of common roots in the presence of outliers

MaRDI QIDQ3418260zbMATH OpenFDO

Authors

Publication date 2 February 2007

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(1)

• Robust Dickey-Fuller tests based on ranks for time series with additive outliers

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