Bootstrap testing for persistence changes with heavy-tailed dependent sequences (Q2858191)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrap testing for persistence changes with heavy-tailed dependent sequences |
scientific article; zbMATH DE number 6229461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap testing for persistence changes with heavy-tailed dependent sequences |
scientific article; zbMATH DE number 6229461 |
Statements
19 November 2013
0 references
heavy-tailed dependent sequences
0 references
persistence changes
0 references
bootstrap
0 references
modified variance-ratio test
0 references
unit root
0 references
Bootstrap testing for persistence changes with heavy-tailed dependent sequences (English)
0 references