A bootstrap bias correction of long run fourth order moment estimation in the CUSUM of squares test
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DOI: 10.1080/00949655.2020.1711519
Abstract: ABSTRACT The aim of this paper is to propose a bias correction of the estimation of the long run fourth order moment in the CUSUM of squares test proposed in Sansó et al. [Testing for… read more here.
Keywords: correction; order moment; fourth order; bias correction ... See more keywords