Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity (Q1398962)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity |
scientific article; zbMATH DE number 1961845
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact non-parametric tests for a random walk with unknown drift under conditional heteroscedasticity |
scientific article; zbMATH DE number 1961845 |
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
0.8661020994186401
0 references
0.8303654789924622
0 references
0.8303654789924622
0 references
0.8049073219299316
0 references
0.8049073219299316
0 references
