A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230): Difference between revisions

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Latest revision as of 19:13, 11 July 2024

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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
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    A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (English)
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    18 April 2016
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    unit root test
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    optimal non-Gaussian quasi-likelihoods
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    exact limiting distribution theory
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    hypergeometric functions
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    sufficient functionals of Ornstein-Uhlenbeck processes
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