M-estimator based unit root tests in the ESTAR framework
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Publication:894867
DOI10.1007/s00362-014-0628-0zbMath1416.62469OpenAlexW2089160159MaRDI QIDQ894867
Publication date: 24 November 2015
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-014-0628-0
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35) Non-Markovian processes: hypothesis testing (62M07)
Uses Software
Cites Work
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