A Test for Strict Stationarity (Q2950555): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/978-3-642-35443-4_2 / rank
 
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Latest revision as of 21:47, 10 July 2024

scientific article
Language Label Description Also known as
English
A Test for Strict Stationarity
scientific article

    Statements

    title
    A Test for Strict Stationarity (English)
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    author
    Luiz Renato Lima
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    Breno Néri
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    publication date
    9 October 2015
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    Mathematics Subject Classification ID
    62P20
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    62M07
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    91B84
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    zbMATH DE Number
    6492449
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    zbMATH Keywords
    strict stationary testing
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    time-varying volatility
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    time-verying
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    OpenAlex ID
    W171502498
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