Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962)
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scientific article; zbMATH DE number 1961845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity |
scientific article; zbMATH DE number 1961845 |
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Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (English)
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7 August 2003
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random walk
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unit root
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multivariate symmetry
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conditional heteroskedasticity
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exact inference
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