Robustifying multivariate trend tests to nonstationary volatility (Q527989): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustifying multivariate trend tests to nonstationary volatility |
scientific article |
Statements
Robustifying multivariate trend tests to nonstationary volatility (English)
0 references
12 May 2017
0 references
bootstrap
0 references
heteroskedasticity
0 references
autocorrelation
0 references
robust inference
0 references
multivariate trend model
0 references
nonstationary volatility
0 references
variance change
0 references
