Robustifying multivariate trend tests to nonstationary volatility (Q527989): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Added link to MaRDI item.
links / mardi / namelinks / mardi / name
 

Revision as of 06:26, 30 January 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
    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

    Identifiers