Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data
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Publication:3017851
DOI10.1080/03610926.2010.481371zbMath1217.62134MaRDI QIDQ3017851
Publication date: 20 July 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2010.481371
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
65C05: Monte Carlo methods
Cites Work
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