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A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111)

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scientific article; zbMATH DE number 7681754
Language Label Description Also known as
English
A family of nonparametric unit root tests for processes driven by infinite variance innovations
scientific article; zbMATH DE number 7681754

    Statements

    title
    A family of nonparametric unit root tests for processes driven by infinite variance innovations (English)
    0 references
    publication date
    3 May 2023
    0 references
    zbMATH Keywords
    heavy tailed innovation
    0 references
    infinite variance distribution
    0 references
    nonparametric test
    0 references
    unit root test
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    cites work
    Q4217357
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    Q3855962
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    Q5624436
    0 references
    Q4301585
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    Identifiers

    zbMATH DE Number
    7681754
    0 references
    OpenAlex ID
    W3210615053
    0 references
     
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