{"entities":{"Q2909253":{"pageid":2919978,"ns":120,"title":"Item:Q2909253","lastrevid":51538814,"modified":"2026-01-18T17:05:57Z","type":"item","id":"Q2909253","labels":{"en":{"language":"en","value":"Sums of exponentials of random walks with drift"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6074038"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$6F7D0696-6712-473C-82E6-4BD23444EB39","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"95dd972822b4bd59ac3be8c46b27c8cf51f669f1","datavalue":{"value":"1259.60048","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$CA951C98-3EF3-4A26-93D1-7B46DF6DE3E8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"96155f56247321bcbb9ca69e4f009a4082a8408b","datavalue":{"value":"10.1017/S026646661100082X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$62DBC344-DA10-48D9-80EA-66A630E19432","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"13142ce31e29829a8911d3688af20ed0570d62dd","datavalue":{"value":{"entity-type":"item","numeric-id":515122,"id":"Q515122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$B6D484B8-DD46-4F07-BE47-5A1B2CC0E408","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d7f4fd68142f80f445c29c42f5ac1ca9456596fb","datavalue":{"value":{"entity-type":"item","numeric-id":174852,"id":"Q174852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$D04B7EC7-8473-43D9-9ED0-5700B14587E3","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"494134159d17bc767a272dd94e4f30ee01f5575c","datavalue":{"value":{"entity-type":"item","numeric-id":57676,"id":"Q57676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$C53540CC-21D6-44A2-B218-813CE6A3D829","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9ea979e1010c32afb4768abd2ba95f7b0dc31ec2","datavalue":{"value":{"time":"+2012-08-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2909253$51328D32-7B80-4115-A527-97C53DA442D7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e52a86b600bbb05d9a7823bf91d423713b4b70ab","datavalue":{"value":"60G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$0E600721-E5B4-4428-8DF9-F6BB3A14D2F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$DF8A2EB2-3CBC-4597-BE72-DF1A303EFF54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$4EF8AA10-6B28-41B4-ABA5-F8C77A0BE55B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"0e40b847cfa456e95c1c964a8cd9df72656b7c29","datavalue":{"value":"68U20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$3E8EE721-A3AD-409C-A881-CD421173586E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ded390a5d67e4b2b0534e66f1efb6eda428a5b85","datavalue":{"value":"6074038","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2909253$0FDF480E-52FB-405F-BE2E-E5F4611922BD","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f3c71eca777ea04881cbe906b86e43e1d5f78450","datavalue":{"value":"exponentials of random walks with drift","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$209BECE0-F183-48C6-B43D-E65FCBB669B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7928f136193573518907f444d1152ac53cb8c200","datavalue":{"value":"unit root process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$E71D7678-2D42-4BD8-9DA0-09858EE30333","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7891e62c7d2d2740dd1320f95ac6f4fccdd78a29","datavalue":{"value":"convergence in distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$204971B8-A50A-484D-A152-216548718F11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c6face949411ba012398a60ca5a40c69df448333","datavalue":{"value":"simulations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$CE83DAD5-44DB-44B9-A62B-7DE3807733A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"51c4c4a41d2db5f9f1ce43840b6904376c69a483","datavalue":{"value":"Dickey-Fuller test","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$D9AEB61F-3637-40DB-A413-C2842D717BB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6912e26ae5166c7c72f69ceab36c156677da8d00","datavalue":{"value":"KPSS statistic","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$CDB530D2-E6D4-4E8F-B209-A43E191F61F5","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$92F9D4B5-8606-476F-8827-DF35B43ED57A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e497eb954e1d93e0b339b24d0b34509c14fbf25f","datavalue":{"value":{"entity-type":"item","numeric-id":5753413,"id":"Q5753413"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$EBC6BFE8-0EAA-4E14-BAC2-557C71F4B44E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9539532d16bcb82516fae2db58a1eb7e9c6ca7b","datavalue":{"value":{"entity-type":"item","numeric-id":5538132,"id":"Q5538132"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$262E32BD-BAC6-4450-8A11-BF3581855C31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d0d415f06b88cf615dd17a81d26a1beb54888123","datavalue":{"value":{"entity-type":"item","numeric-id":1260678,"id":"Q1260678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$8197F9F6-4AD4-4708-B04C-8AE2C0639792","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b372aa5e1fd92767c6baa339d79f17eb1495214b","datavalue":{"value":{"entity-type":"item","numeric-id":4864577,"id":"Q4864577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$439DAB7F-DE86-473B-9F6A-79A14DD13672","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a9234b6557f02df4496ad54b410a751a5176510","datavalue":{"value":{"entity-type":"item","numeric-id":1372920,"id":"Q1372920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$6FD68B7A-0CD3-4CBA-9891-D7B621425FA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c0515525e08f17b38d3fe671152305322edf5c52","datavalue":{"value":{"entity-type":"item","numeric-id":1152899,"id":"Q1152899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$E8D45415-7391-4223-9649-9800E075DDBA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5fdb1ec8b8d75eae0758cedf83554bc46abdad81","datavalue":{"value":{"text":"Sums of exponentials of random walks with drift","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2909253$C727C20C-767F-4F01-9E8A-7E982A1FBA8A","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"258072f2e7096d7f604372737628dbaf67c74f67","datavalue":{"value":"Motivated by some econometric applications (e.g., macroeconomic time series), this paper deals with the exponential of a random walk process with a drift, that is a unit root process with a drift. More precisely, the authors study the asymptotic behavior of the sum of such exponentials. The main result concerns the convergence in distribution of this sum under some assumption and is presented in Section 2, followed by the conjecture that this convergence result also holds for linear processes; hence the Dickey-Fuller test and the KPSS statistic applied to that case imply asymptotic stationarity. In Section 3, some simulations using \\texttt{Fortran 90} are presented. Finally, the mathematical proofs of the main results are given in the Appendix.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2909253$8573E781-F8BF-48D5-AD22-439C54793147","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"c4940bb0c657f83fafa5d201fcd9fb49cb9be23a","datavalue":{"value":{"entity-type":"item","numeric-id":590985,"id":"Q590985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2909253$2D0FDD86-8432-434D-BE7D-2EBB45AAE635","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"35050c9466dc13f4e580f9e4cf6ee8610c600494","datavalue":{"value":{"entity-type":"item","numeric-id":4561985,"id":"Q4561985"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2584820f35494f70151ea7a7f71999cdc86c96b1","datavalue":{"value":{"amount":"+0.789379358291626","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2909253$D87A9082-0D02-4752-A83C-E0A52973FEC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"358d4e5df870faddbfcee48ea77badb80c7847e9","datavalue":{"value":{"entity-type":"item","numeric-id":672879,"id":"Q672879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a9308e6cd30db0cdbbf5550183b7d3b24a3d8b0b","datavalue":{"value":{"amount":"+0.7520834803581238","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2909253$9E7257E7-1896-4827-8A00-BF86173088FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cbbbdefbb1e1dcd45b6939a87cb78bd8288f06fd","datavalue":{"value":{"entity-type":"item","numeric-id":1398962,"id":"Q1398962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d4f6c7019b2aa18ee6789b1494ba2564508ae943","datavalue":{"value":{"amount":"+0.7520820498466492","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2909253$1161E548-CD7E-4D80-A6C7-820A50227F89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"308b544577dfb789a78cd7f17d160a30eb819a92","datavalue":{"value":{"entity-type":"item","numeric-id":4828161,"id":"Q4828161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fc5f10c87d4c4161416f7e8d8cdd9ff0abffedf6","datavalue":{"value":{"amount":"+0.7299892902374268","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2909253$668DC84E-A423-4BC9-9E0F-E4BCB4C6E80E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7a8c98b12678932748ae80903dc25b070617dd7","datavalue":{"value":{"entity-type":"item","numeric-id":3987001,"id":"Q3987001"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d6fb7ef52af98536687ecc7caa73d38e04f85dd1","datavalue":{"value":{"amount":"+0.7226704955101013","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2909253$B535FC33-34D5-4FBC-BD6D-B0EB2A7E53AA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2909253","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2909253"}}}}}