scientific article; zbMATH DE number 5010397

MaRDI QIDQ3374065zbMATH OpenFDO

Authors Andrejus Parfionovas, Piotr Kokoszka

Publication date 9 March 2006

zbMATH Keywords

financial time seriessize and power of the tests

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cited in

(9)

• Subsampling unit root tests for heavy-tailed observations
• scientific article; zbMATH DE number 6613411 (Why is no real title available?)
• Bootstrap unit root tests in models with GARCH(1,1) errors
• Bootstrap test for stationarity of heavy-tailed series with structural breaks
• Bootstrap procedures for variance breaks test in time series with a changing trend
• A hybrid bootstrap approach to unit root tests
• Unit root tests and heavy-tailed innovations
• Bootstrapping the HEGY seasonal unit root tests
• Testing for bubbles and change-points

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