Quantile inference for nonstationary processes with infinite variance innovations (Q2057405)
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scientific article; zbMATH DE number 7439147
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile inference for nonstationary processes with infinite variance innovations |
scientific article; zbMATH DE number 7439147 |
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Quantile inference for nonstationary processes with infinite variance innovations (English)
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6 December 2021
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quantile inference
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infinite variance
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\(\alpha\)-stable process
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unit-root
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\(t\)-ratio statistic
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