Sieve bootstrap test for changes between unit root and long memory process with time trend
| Autor: | Zhanshou Chen, Muci Peng, Li Xi, Huibing Hao |
|---|---|
| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Communications in Statistics - Simulation and Computation. :1-14 |
| ISSN: | 1532-4141 0361-0918 |
| DOI: | 10.1080/03610918.2022.2077958 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|