On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (Q6171302)
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scientific article; zbMATH DE number 7713484
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| English | On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations |
scientific article; zbMATH DE number 7713484 |
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On the validity of the residual-based bootstrap for the unit root test statistic with long memory observations (English)
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18 July 2023
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asymptotic distribution
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bootstrap estimator
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long memory
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unit root
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