مرکز منطقه ای اطلاع رساني علوم و فناوري - A note on unit root tests with heavy-tailed GARCH errors

Title of article :

A note on unit root tests with heavy-tailed GARCH errors

Author/Authors :

Gaowen Wang، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2006

Pages :

From page :

1075

To page :

1079

Keywords :

Heavy-tailed GARCH , Domain of attraction of the normal law , Self-normalized sums

Journal title :

Statistics and Probability Letters

Serial Year :

2006

Journal title :

Statistics and Probability Letters

Record number :

140741

Link To Document :