Portmanteau-type test for unit root with heavy-tailed noise (Q2059452)
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scientific article; zbMATH DE number 7444371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portmanteau-type test for unit root with heavy-tailed noise |
scientific article; zbMATH DE number 7444371 |
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Portmanteau-type test for unit root with heavy-tailed noise (English)
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14 December 2021
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unit root test
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heavy tail
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linear process
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nonparametric
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stable distribution
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