Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605): Difference between revisions

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Latest revision as of 13:34, 24 June 2024

scientific article; zbMATH DE number 5026132
Language Label Description Also known as
English
Assessing Persistence In Discrete Nonstationary Time‐Series Models
scientific article; zbMATH DE number 5026132

    Statements

    Assessing Persistence In Discrete Nonstationary Time‐Series Models (English)
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    24 May 2006
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    Cramér representation
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    stochastic unit root model
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    stochastic integration
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    impulse response
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    variance ratio
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