Subsampling unit root tests for heavy-tailed observations

Agnieszka Jach, Piotr Kokoszka

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)
Original languageEnglish
Peer-reviewed scientific journalMethodology and Computing in Applied Probability
Volume6
Pages (from-to)73-97
ISSN1387-5841
Publication statusPublished - 2004
MoE publication typeA1 Journal article - refereed

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