Assessing Persistence In Discrete Nonstationary Time‐Series Models (Q5467605): Difference between revisions
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Property / author: Q374832 / rank | |||
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Property / author: B. P. M. McCabe / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00402.x / rank | |||
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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 |
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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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