Burak Alparslan Eroğlu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Seasonal unit root tests and flexible Fourier form Journal of Statistical Computation and Simulation	2026-05-07	Paper
Pairs trading with wavelet transform Quantitative Finance	2023-09-25	Paper
Bounded unit root processes with non-stationary volatility Communications in Statistics. Simulation and Computation	2023-07-18	Paper
Regulated seasonal unit root process Studies in Nonlinear Dynamics & Econometrics	2023-04-27	Paper
Non-parametric seasonal unit root tests under periodic non-stationary volatility Computational Statistics	2022-11-15	Paper
Time-varying cointegration and the Kalman filter Econometric Reviews	2022-03-09	Paper
On the performance of the variance ratio unit root tests with flexible Fourier form Journal of Applied Statistics	2022-03-04	Paper
Wavelet variance ratio cointegration test and wavestrapping Journal of Multivariate Analysis	2019-05-27	Paper
Powerful nonparametric seasonal unit root tests Economics Letters	2018-10-05	Paper
A nonparametric unit root test under nonstationary volatility Economics Letters	2018-09-03	Paper

Research outcomes over time

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