Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358)
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scientific article; zbMATH DE number 6588198
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| default for all languages | No label defined |
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| English | Unit root testing in the presence of heavy-tailed GARCH errors |
scientific article; zbMATH DE number 6588198 |
Statements
1 June 2016
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augmented Dickey-Fuller tests
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Lindeberg condition
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martingale invariance principle
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self-normalized sums
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Unit root testing in the presence of heavy-tailed GARCH errors (English)
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0.9581599235534668
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0.85858553647995
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0.8491013646125793
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0.8455113768577576
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0.8424625992774963
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