Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244)
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scientific article; zbMATH DE number 7102867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear unit root testing with arctangent trend: Simulation and applications in finance |
scientific article; zbMATH DE number 7102867 |
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Non-linear unit root testing with arctangent trend: Simulation and applications in finance (English)
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10 September 2019
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unit root test
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smooth transition
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asymptotic distribution
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