Unit root test combination via random forests

DOI10.1007/978-3-031-14197-3_3MaRDI QIDQ6601922FDOQ6601922

Authors: Luca Nocciola, Daniel Ollech, Karsten Webel 

Publication date: 11 September 2024

zbMATH Keywords

Monte Carlo simulationsequential testingsupervised machine learningconditional inference treesARIMA time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cites Work

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