مرکز منطقه ای اطلاع رساني علوم و فناوري - A bootstrap approximation to a unit root test statistic for heavy-tailed observations

Title of article :

A bootstrap approximation to a unit root test statistic for heavy-tailed observations

Author/Authors :

Lajos Horv?th، نويسنده , , Piotr Kokoszka، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2003

Pages :

From page :

163

To page :

173

Keywords :

Unit root , Heavy tails , Bootstrap , Stable distribution

Journal title :

Statistics and Probability Letters

Serial Year :

2003

Journal title :

Statistics and Probability Letters

Record number :

140044

Link To Document :