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  • Search: subject:"Local-to-finite variance"
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Year of publication
Subject
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Stable distributions 3 asymptotic distributions 2 local-to-finite variance 2 size distortion 2 stationarity tests 2 unit root tests 2 Asymptotic distributions 1 Local-to-finite variance 1 Size distortion 1 Stationarity tests 1 Unit root tests 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Language
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Undetermined 2 English 1
Author
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Cappuccio, Nunzio 3 Lubian, Diego 3
Institution
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Dipartimento di Scienze Economiche, Facoltà di Economia 2
Published in...
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Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia 2 Annals of the Institute of Statistical Mathematics 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Asymptotic null distributions of stationarity and nonstationarity
Cappuccio, Nunzio; Lubian, Diego - Dipartimento di Scienze Economiche, Facoltà di Economia - 2003
the error term is an i.i.d. process with finite variance as T " 1. This local-to-finite variance setup is helpful to …
Persistent link: https://www.econbiz.de/10011264970
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Cover Image
Asymptotic null distributions of stationarity and nonstationarity
Cappuccio, Nunzio; Lubian, Diego - Dipartimento di Scienze Economiche, Facoltà di Economia - 2003
the error term is an i.i.d. process with finite variance as T " 1. This local-to-finite variance setup is helpful to …
Persistent link: https://www.econbiz.de/10005641886
Saved in:
Cover Image
Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-finite Variance Errors
Cappuccio, Nunzio; Lubian, Diego - In: Annals of the Institute of Statistical Mathematics 59 (2007) 3, pp. 403-423
Persistent link: https://www.econbiz.de/10005616446
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