Spectral approach to parameter-free unit root testing

DOI10.1016/j.csda.2015.05.002zbMath1466.62023OpenAlexW212556746MaRDI QIDQ1659094

Liudas Giraitis, Natalia Bailey

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/122052

zbMATH Keywords

additive noiseunit root testparameter-free distribution

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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