مرکز منطقه ای اطلاع رساني علوم و فناوري - A sign test for unit roots in a momentum threshold autoregressive process

Title of article :

A sign test for unit roots in a momentum threshold autoregressive process

Author/Authors :

Soo Jung Park، نويسنده , , Dong Wan Shin، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

986

To page :

990

Keywords :

Robustness , Heteroscedasticity , Recursive median adjustment , Monotone data transformation

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140729

Link To Document :