Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710): Difference between revisions
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Revision as of 15:52, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root |
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (English)
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13 June 2016
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threshold autoregressive model
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unit root process
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GARCH
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two-parameter Brownian motion
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bootstrap
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