Testing for unit roots based on sample autocovariances

DOI10.1093/BIOMET/ASAB034OpenAlexW3176852074MaRDI QIDQ5081571

Guang-Hui Cheng, Jinyuan Chang, Qiwei Yao

Publication date: 17 June 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.07551

zbMATH Keywords

normal approximationintegrated processautocovariancesample-splittingpower-one test

Mathematics Subject Classification ID

Statistics (62-XX)

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