A nonparametric unit root test under nonstationary volatility (Q1668133): Difference between revisions
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Revision as of 00:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonparametric unit root test under nonstationary volatility |
scientific article |
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A nonparametric unit root test under nonstationary volatility (English)
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3 September 2018
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nonstationary volatility
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fractionally integrated time series
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variance ratio statistic
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unit root testing
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nonparametric unit root testing method
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robust
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