A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259)
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scientific article; zbMATH DE number 2041702
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bootstrap approximation to a unit root test statistic for heavy-tailed observations. |
scientific article; zbMATH DE number 2041702 |
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A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (English)
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14 February 2004
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Bootstrap
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Heavy tails
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Stable distribution
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Unit root
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