Wavelet energy ratio unit root tests
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Publication:5860909
DOI10.1080/07474938.2016.1222232zbMath1490.62279OpenAlexW2513530992MaRDI QIDQ5860909
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/36439
waveletstime seriesfractional Brownian motionhypothesis testunit rootfractional integrationsize distortionstatistical powervariance ratio statisticwavestrappingwavelet energy ratio
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)
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