A note on testing for nonstationarity in autoregressive processes with level dependent conditional heteroskedasticity
- Rodrigues, P.M.M.
- Rubia, A.
ISSN: 0932-5026
Argitalpen urtea: 2008
Alea: 49
Zenbakia: 3
Orrialdeak: 581-593
Mota: Artikulua
Aldizkaria:
Statistical Papers
