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HEGY test under seasonal heterogeneity

2016
  • Politis, Dimitris


Jump To

  • Article
    • 1 Introduction
    • 2 Settings
    • 3 Seasonal iid bootstrap Augmented HEGY Test
    • 4 Seasonal block bootstrap unaugmented HEGY test
    • 5 Simulation
    • 6 Conclusion
    • 7 Appendix
  • Metrics
  • Author & Article Info

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