Localized level crossing random walk test robust to the presence of structural breaks (Q1927116)
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scientific article; zbMATH DE number 6119756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Localized level crossing random walk test robust to the presence of structural breaks |
scientific article; zbMATH DE number 6119756 |
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Localized level crossing random walk test robust to the presence of structural breaks (English)
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30 December 2012
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level crossing
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random walk
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structural breaks
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unit root
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robustness
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