Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (Q5860930)
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scientific article; zbMATH DE number 7484466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility |
scientific article; zbMATH DE number 7484466 |
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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (English)
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4 March 2022
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conditional heteroscedasticity
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(periodic) nonstationary volatility
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seasonal unit roots
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wild bootstrap
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