A family of nonparametric unit root tests for processes driven by infinite variance innovations (Q6039111)
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scientific article; zbMATH DE number 7681754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A family of nonparametric unit root tests for processes driven by infinite variance innovations |
scientific article; zbMATH DE number 7681754 |
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A family of nonparametric unit root tests for processes driven by infinite variance innovations (English)
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3 May 2023
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heavy tailed innovation
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infinite variance distribution
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nonparametric test
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unit root test
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