Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317)
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scientific article; zbMATH DE number 7276153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series |
scientific article; zbMATH DE number 7276153 |
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Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (English)
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20 November 2020
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heteroskedasticity
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multiple structural changes
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sequential procedure
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unit root
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Wald tests
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wild bootstrap
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