A Sieve Bootstrap For The Test Of A Unit Root
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Publication:4455657
DOI10.1111/1467-9892.00312zbMath1036.62070OpenAlexW3121980877MaRDI QIDQ4455657
Publication date: 16 March 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00312
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)
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