Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Parker, C."

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    • Article  

      Unit root testing via the stationary bootstrap 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...
    • Article  

      Unit root testing via the stationary bootstrapAAA 

      Parker, C.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2006)
      A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. ...