A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958): Difference between revisions
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Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic unit-root bilinear processes: mixing properties and unit-root test |
scientific article |
Statements
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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