Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series (Q5135317)

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scientific article; zbMATH DE number 7276153
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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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