Tapered block bootstrap for unit root testing (Q1695661)

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Tapered block bootstrap for unit root testing
scientific article

    Statements

    title
    Tapered block bootstrap for unit root testing (English)
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    author
    Cameron C. Parker
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    Efstathios Paparoditis
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    Dimitris N. Politis
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    publication date
    7 February 2018
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    zbMATH Keywords
    integrated time series
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    tapered block bootstrap
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    unit root testing
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    resampling
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    Identifiers

    Mathematics Subject Classification ID
    62M07
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    62M10
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    62M15
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    62G09
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    zbMATH DE Number
    6835908
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    OpenAlex ID
    W1182930920
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