Portmanteau-type test for unit root with heavy-tailed noise.
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| Title: | Portmanteau-type test for unit root with heavy-tailed noise. |
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| Authors: | Zhou, Mo1, Ma, Yaolan2, Zhang, Rongmao1, rmzhang@zju.edu.cn |
| Source: | Journal of Statistical Planning & Inference; May2022, Vol. 218, p25-42, 18p |
| Database: | Applied Science & Technology Source |
| ISSN: | 03783758 |
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| DOI: | 10.1016/j.jspi.2021.09.003 |
