A note on unit root tests with heavy-tailed GARCH errors (Q2493878)
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scientific article; zbMATH DE number 5033145
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A note on unit root tests with heavy-tailed GARCH errors |
scientific article; zbMATH DE number 5033145 |
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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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0.9581599235534668
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0.8459145426750183
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0.835050106048584
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0.8345295190811157
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0.823405921459198
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