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 |
| FullText | Text: Availability: 0 |
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| Header | DbId: bsu DbLabel: Business Source Ultimate An: 191969534 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Testing for constant unconditional variance in heavy-tailed time series. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Carrion-i-Silvestre%2C+Josep+Lluís%22">Carrion-i-Silvestre, Josep Lluís</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Sansó%2C+Andreu%22">Sansó, Andreu</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> andreu.sanso@uib.eu</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Communications+in+Statistics%3A+Simulation+%26+Computation%22">Communications in Statistics: Simulation & Computation</searchLink>. Jan2026, p1-27. 27p. 10 Illustrations. |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=191969534 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/03610918.2026.2615207 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 27 StartPage: 1 Titles: – TitleFull: Testing for constant unconditional variance in heavy-tailed time series. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Carrion-i-Silvestre, Josep Lluís – PersonEntity: Name: NameFull: Sansó, Andreu IsPartOfRelationships: – BibEntity: Dates: – D: 23 M: 01 Text: Jan2026 Type: published Y: 2026 Identifiers: – Type: issn-print Value: 03610918 Titles: – TitleFull: Communications in Statistics: Simulation & Computation Type: main |
| ResultId | 1 |