Unit root test combination via random forests

DOI10.1007/978-3-031-14197-3_3MaRDI QIDQ6601922

Luca Nocciola, Karsten Webel, Daniel Ollech

Publication date: 11 September 2024

zbMATH Keywords

Monte Carlo simulationsequential testingsupervised machine learningconditional inference treesARIMA time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

This page was built for publication: Unit root test combination via random forests