A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958): Difference between revisions

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Property / author: Jean-Michel Zakoian / rank
 
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Latest revision as of 03:14, 12 July 2024

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A class of stochastic unit-root bilinear processes: mixing properties and unit-root test
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    A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (English)
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    3 June 2016
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    augmented Dickey-Fuller test
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    bilinear processes
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    GARCH
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    mixing
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    Phillips-Perron test
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    stochastic unit-roots
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