Unit root bootstrap tests for AR (1) models
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Publication:4364949
DOI10.1093/biomet/83.4.849zbMath0883.62099OpenAlexW2035707893MaRDI QIDQ4364949
Nélida E. Ferretti, Juan J. Romo
Publication date: 18 November 1997
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/83.4.849
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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