Asymptotic Behavior of Delay Times of Bubble Monitoring Tests

DOI10.1111/jtsa.12569zbMath1468.62280OpenAlexW3095819078MaRDI QIDQ4997700

Eiji Kurozumi

Publication date: 30 June 2021

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12569

zbMATH Keywords

stopping timeCUSUM testmonitoring testGSADF teston-line test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

Testing for explosive bubbles: a review

Cites Work

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• Asymptotic properties of bubble monitoring tests

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