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

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714725
@@ Property / zbMATH DE Number: 6714725 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+bootstrap
@@ Property / zbMATH Keywords: bootstrap / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+heteroskedasticity
@@ Property / zbMATH Keywords: heteroskedasticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autocorrelation
@@ Property / zbMATH Keywords: autocorrelation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+robust inference
@@ Property / zbMATH Keywords: robust inference / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multivariate trend model
@@ Property / zbMATH Keywords: multivariate trend model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonstationary volatility
@@ Property / zbMATH Keywords: nonstationary volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variance change
@@ Property / zbMATH Keywords: variance change / rank @@
+Normal rank

Revision as of 07:07, 1 July 2023