Subsampling unit root tests for heavy-tailed observations

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

15 Citeringar (Scopus)

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	Methodology and Computing in Applied Probability
Volym	6
Sidor (från-till)	73-97
ISSN	1387-5841
Status	Publicerad - 2004
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

OpenUrl-tillgänglighet

@article{f99c948e800a424d9ee79743dfbc6072,

title = "Subsampling unit root tests for heavy-tailed observations",

author = "Agnieszka Jach and Piotr Kokoszka",

year = "2004",

language = "English",

volume = "6",

pages = "73--97",

journal = "Methodology and Computing in Applied Probability",

issn = "1387-5841",

publisher = "Springer New York LLC",

}