Bounded unit root processes with non-stationary volatility

Gögebakan, KÇ; Eroglu, BA

Gögebakan, KÇ (通讯作者),Oregon Hlth & Sci Univ, Knight Canc Inst, Canc Early Detect Adv Res Ctr, Portland, OR 97201 USA.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023; 52 (4): 1245

Abstract

This article concerns the unit root testing under nonstandard conditions for a time series process, such as having an innovation process with non-stat......

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