Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868)
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: Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises |
scientific article; zbMATH DE number 7688208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises |
scientific article; zbMATH DE number 7688208 |
Statements
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (English)
0 references
23 May 2023
0 references
empirical likelihood
0 references
GARCH type noise
0 references
heavy-tailed
0 references
unit-root
0 references
0 references
0 references
0 references
