Skip to main content

Lund University Publications

LUND UNIVERSITY LIBRARIES

Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion

Li, Yushu LU and Shukur, Ghazi (2010) In Communications in Statistics: Simulation and Computation 39(2). p.277-286
Please use this url to cite or link to this publication:
author
and
publishing date
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
2025-10-14 12:10:58
@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}},
}