Bounded unit root processes with non-stationary volatility

DOI10.1080/03610918.2021.1879139OpenAlexW3128991297MaRDI QIDQ6171853

Kemal Çağlar Göğebakan, Burak Alparslan Eroğlu

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11693/77362

zbMATH Keywords

unit rootnon-stationary volatilitylimited process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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