Non-parametric seasonal unit root tests under periodic non-stationary volatility (Q2095770)
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scientific article; zbMATH DE number 7616942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-parametric seasonal unit root tests under periodic non-stationary volatility |
scientific article; zbMATH DE number 7616942 |
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Non-parametric seasonal unit root tests under periodic non-stationary volatility (English)
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15 November 2022
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seasonal unit root
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non-stationary volatility
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variance ratio
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wild bootstrap
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