Robustifying multivariate trend tests to nonstationary volatility (Q527989)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustifying multivariate trend tests to nonstationary volatility |
scientific article |
Statements
Robustifying multivariate trend tests to nonstationary volatility (English)
0 references
12 May 2017
0 references
bootstrap
0 references
heteroskedasticity
0 references
autocorrelation
0 references
robust inference
0 references
multivariate trend model
0 references
nonstationary volatility
0 references
variance change
0 references
0 references
0 references
0 references
0 references
