Stability of ARCH models and unit root tests


Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

₹ 3,651

Availability: Out of stock


Delivery :

5% Cashback on all Orders paid using MobiKwik Wallet T&C

Free Krispy Kreme Voucher on all Orders paid using UltraCash Wallet T&C
Product Out of Stock Subscription

(Notify me when this product is back in stock)

  • Product Description

In time series analysis, the stationarity takes an important place. Indeed, stationary processes are more tractable in prcatice and mathematical analysis. In the speciale case of autoregressive models, the stationarity is connected with the unit root problem. Some main published results, such as the famous Dickey-Fuller test, are presented in the first part of the document. Our aim is to study the behavior of this test in presence of contamination. The second part which is independent on the first,treats some aspects of ARCH models (autoregressive conditionally heteroscedastic) that are non linear processes. However, since unit root tests and ARCH models are connected, we preferred to present them in a same document.

Product Specifications
SKU :COC95355
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
0 Review(s)