Subsampling procedures for a heavy-tailed unit root test with structural change (Q3074119)
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scientific article; zbMATH DE number 5847322
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| English | Subsampling procedures for a heavy-tailed unit root test with structural change |
scientific article; zbMATH DE number 5847322 |
Statements
5 February 2011
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processes with infinite variance
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change point
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0.9165542125701904
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0.821834921836853
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0.8181639313697815
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0.8135849833488464
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0.808707058429718
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