A sieve bootstrap test for stationarity

Statistics and Probability Letters

Volumn 62, Issue 3, 2003, Pages 263-274

  Psaradakis, Zacharias ^a  

^a UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Autoregressive approximation; Linear process; Sieve bootstrap; Stationarity; Time series

Indexed keywords

EID: 0037445840     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(03)00012-9     Document Type: Article

References (21)

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