Localized level crossing random walk test robust to the presence of structural breaks (Q1927116)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Localized level crossing random walk test robust to the presence of structural breaks
scientific article

    Statements

    Localized level crossing random walk test robust to the presence of structural breaks (English)
    0 references
    0 references
    0 references
    30 December 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    level crossing
    0 references
    random walk
    0 references
    structural breaks
    0 references
    unit root
    0 references
    robustness
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references