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A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH
  • 期刊名称：Appl. Math. J. Chinese Univ.
  • 时间：0
  • 页码：197-201
  • 语言：中文
  • 相关项目：随机矩阵的渐近理论及其应用研究
作者： ZHANG Li-xin|YANG Xiao-rong|
同期刊论文项目
随机矩阵的渐近理论及其应用研究
期刊论文 37
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A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors
自正则Chung型重对数律的精确渐近性