Testing for strict stationarity via the discrete fourier transform
Zhonghao Fu, Shang Gao, Liangjun Su, Xia Wang
| Year of publication: |
2024
|
|---|---|
| Authors: | Fu, Zhonghao ; Gao, Shang ; Su, Liangjun ; Wang, Xia |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 40.2024, 3, p. 511-557
|
| Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466622000494 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015055106