Time series with unit roots and infinite-variance disturbances (Q1808615)
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scientific article; zbMATH DE number 1369503
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| English | Time series with unit roots and infinite-variance disturbances |
scientific article; zbMATH DE number 1369503 |
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Time series with unit roots and infinite-variance disturbances (English)
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3 July 2000
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infinite-variance disturbances
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unit root test
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stable non-Gaussian distribution
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0.8798356652259827
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0.8477368950843811
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0.839105486869812
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0.8353480100631714
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