Bounded unit root processes with non-stationary volatility

Kemal Çağlar Göğebakan,Burak Alparslan Eroğlu

Communications in Statistics - Simulation and Computation（2021）

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摘要

This article concerns the unit root testing under nonstandard conditions for a time series process, such as having an innovation process with non-stationary variance and being limited inside an int...

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关键词

Limited process, Non-stationary volatility, Unit root

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