Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion
(2010) In Communications in Statistics: Simulation and Computation 39(2). p.277-286
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/3044969
- author
- Li, Yushu LU and Shukur, Ghazi
- publishing date
- 2010
- type
- Contribution to specialist publication or newspaper
- publication status
- published
- subject
- categories
- Popular Science
- in
- Communications in Statistics: Simulation and Computation
- volume
- 39
- issue
- 2
- pages
- 277 - 286
- publisher
- Taylor & Francis
- external identifiers
-
- scopus:77951075208
- ISSN
- 0361-0918
- DOI
- 10.1080/03610910903443964
- language
- English
- LU publication?
- no
- id
- bcefdead-f3d0-41b4-95f9-0914682208fd (old id 3044969)
- date added to LUP
- 2016-04-01 13:28:57
- date last changed
- 2022-01-27 19:25:26
@misc{bcefdead-f3d0-41b4-95f9-0914682208fd,
author = {{Li, Yushu and Shukur, Ghazi}},
issn = {{0361-0918}},
language = {{eng}},
number = {{2}},
pages = {{277--286}},
publisher = {{Taylor & Francis}},
series = {{Communications in Statistics: Simulation and Computation}},
title = {{Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion}},
url = {{http://dx.doi.org/10.1080/03610910903443964}},
doi = {{10.1080/03610910903443964}},
volume = {{39}},
year = {{2010}},
}