Subsampling unit root tests for heavy-tailed observations (Q1431346)
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scientific article; zbMATH DE number 2069033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling unit root tests for heavy-tailed observations |
scientific article; zbMATH DE number 2069033 |
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Subsampling unit root tests for heavy-tailed observations (English)
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27 May 2004
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heavy tails
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stable distribution
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subsampling
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unit root
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tables
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0.9192159
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0.9054676
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0.9020153
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0.8896148
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0.88147587
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0.88060534
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