DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS

DOI10.1017/S0266466699155014zbMath0962.62082MaRDI QIDQ4512705

Valentina Corradi

Publication date: 6 February 2001

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

time seriesstrong consistencylong-run variance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

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