Block bootstrap testing for changes in persistence with heavy-tailed innovations (Q4639103)
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scientific article; zbMATH DE number 6865912
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Block bootstrap testing for changes in persistence with heavy-tailed innovations |
scientific article; zbMATH DE number 6865912 |
Statements
Block bootstrap testing for changes in persistence with heavy-tailed innovations (English)
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2 May 2018
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block bootstrap test
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changes in persistence
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Dickey-Fuller-type ratio statistic
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heavy tailed
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0.911916196346283
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0.879217267036438
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0.8626189827919006
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0.8230655193328857
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0.8070090413093567
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