A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (Q290958)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of stochastic unit-root bilinear processes: mixing properties and unit-root test |
scientific article |
Statements
A class of stochastic unit-root bilinear processes: mixing properties and unit-root test (English)
0 references
3 June 2016
0 references
augmented Dickey-Fuller test
0 references
bilinear processes
0 references
GARCH
0 references
mixing
0 references
Phillips-Perron test
0 references
stochastic unit-roots
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
