Non-parametric seasonal unit root tests under periodic non-stationary volatility
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Publication:2095770
DOI10.1007/s00180-022-01211-wzbMath1505.62162OpenAlexW4220695217MaRDI QIDQ2095770
Burak Alparslan Eroğlu, Kemal Çağlar Göğebakan
Publication date: 15 November 2022
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-022-01211-w
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
Uses Software
Cites Work
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