Testing for unit roots in time series models with non-stationary volatility (Q451288)
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scientific article; zbMATH DE number 6085412
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| English | Testing for unit roots in time series models with non-stationary volatility |
scientific article; zbMATH DE number 6085412 |
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Testing for unit roots in time series models with non-stationary volatility (English)
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23 September 2012
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unit root test
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integrated process
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non-stationary volatility
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variance profile
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0.96580005
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0.9567451
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0.9383569
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0.93549514
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0.9337443
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0.9315144
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0.9283744
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