A note on unit root tests with heavy-tailed GARCH errors (Q2493878)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on unit root tests with heavy-tailed GARCH errors |
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A note on unit root tests with heavy-tailed GARCH errors (English)
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16 June 2006
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self-normalized sums
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domain of attraction of the normal law
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