Size and power of tests of stationarity in highly autocorrelated time series (Q265023): Difference between revisions
From MaRDI portal
Latest revision as of 17:36, 11 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Size and power of tests of stationarity in highly autocorrelated time series |
scientific article |
Statements
Size and power of tests of stationarity in highly autocorrelated time series (English)
0 references
1 April 2016
0 references
local-to-unity asymptotics
0 references
long-run variance estimation
0 references
mean reversion
0 references
efficient stationarity tests
0 references
0 references
0 references
0 references