Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power.
Steven CookPublished in: Commun. Stat. Simul. Comput. (2008)
Keyphrases
- maximum likelihood
- test cases
- test data
- test generation
- software testing
- test suite
- power consumption
- em algorithm
- testing process
- usability testing
- statistical tests
- decision trees
- test case generation
- test sequences
- gaussian distribution
- test set
- information systems
- tree structure
- test data generation
- model based testing