Wavelet energy ratio unit root tests (Q5860909)
From MaRDI portal
scientific article; zbMATH DE number 7484452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet energy ratio unit root tests |
scientific article; zbMATH DE number 7484452 |
Statements
Wavelet energy ratio unit root tests (English)
0 references
4 March 2022
0 references
fractional Brownian motion
0 references
fractional integration
0 references
hypothesis test
0 references
size distortion
0 references
statistical power
0 references
time series
0 references
unit root
0 references
variance ratio statistic
0 references
wavelet energy ratio
0 references
wavestrapping
0 references
wavelets
0 references
0 references
0 references
0 references
0 references
