Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (Q6039868)
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scientific article; zbMATH DE number 7688208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises |
scientific article; zbMATH DE number 7688208 |
Statements
Tests of Unit Root Hypothesis With Heavy-Tailed Heteroscedastic Noises (English)
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23 May 2023
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empirical likelihood
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GARCH type noise
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heavy-tailed
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unit-root
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