Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity |
scientific article |
Statements
Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (English)
0 references
7 August 2003
0 references
random walk
0 references
unit root
0 references
multivariate symmetry
0 references
conditional heteroskedasticity
0 references
exact inference
0 references
0 references
0 references
0 references
