Bootstrap testing for persistence changes with heavy-tailed dependent sequences (Q2858191)
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scientific article; zbMATH DE number 6229461
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| default for all languages | No label defined |
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| English | Bootstrap testing for persistence changes with heavy-tailed dependent sequences |
scientific article; zbMATH DE number 6229461 |
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19 November 2013
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heavy-tailed dependent sequences
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persistence changes
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bootstrap
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modified variance-ratio test
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unit root
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Bootstrap testing for persistence changes with heavy-tailed dependent sequences (English)
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0.9071241021156312
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0.8900665044784546
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0.8626189827919006
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0.8231222629547119
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0.7963355779647827
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