Size and power of tests of stationarity in highly autocorrelated time series (Q265023): Difference between revisions
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Revision as of 00:52, 5 March 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)
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1 April 2016
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local-to-unity asymptotics
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long-run variance estimation
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mean reversion
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efficient stationarity tests
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