Rank test of unit‐root hypothesis with AR‐GARCH errors (Q6134626)
From MaRDI portal
scientific article; zbMATH DE number 7730962
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank test of unit‐root hypothesis with AR‐GARCH errors |
scientific article; zbMATH DE number 7730962 |
Statements
Rank test of unit‐root hypothesis with AR‐GARCH errors (English)
0 references
22 August 2023
0 references
unit-root
0 references
GARCH
0 references
heavy tail
0 references
\(\alpha\)-stable process and rank score
0 references
