Testing for constant unconditional variance in heavy-tailed time series.
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| Title: | Testing for constant unconditional variance in heavy-tailed time series. |
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| Authors: | Carrion-i-Silvestre, Josep Lluís1 (AUTHOR), Sansó, Andreu2 (AUTHOR) andreu.sanso@uib.eu |
| Source: | Communications in Statistics: Simulation & Computation. Jan2026, p1-27. 27p. 10 Illustrations. |
| Database: | Business Source Ultimate |
| ISSN: | 03610918 |
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| DOI: | 10.1080/03610918.2026.2615207 |
