Unit Root Tests and Heavy‐Tailed Innovations (Q5357988)
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scientific article; zbMATH DE number 6775927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit Root Tests and Heavy‐Tailed Innovations |
scientific article; zbMATH DE number 6775927 |
Statements
Unit Root Tests and Heavy‐Tailed Innovations (English)
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18 September 2017
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infinite variance
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\(\alpha\)-stable distribution
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Eicker-White standard errors
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asymptotic local power functions
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