A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model (Q269230): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / zbMATH DE Number: 6570101 / rank | |||
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unit root test | |||
| Property / zbMATH Keywords: unit root test / rank | |||
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optimal non-Gaussian quasi-likelihoods | |||
| Property / zbMATH Keywords: optimal non-Gaussian quasi-likelihoods / rank | |||
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exact limiting distribution theory | |||
| Property / zbMATH Keywords: exact limiting distribution theory / rank | |||
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hypergeometric functions | |||
| Property / zbMATH Keywords: hypergeometric functions / rank | |||
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sufficient functionals of Ornstein-Uhlenbeck processes | |||
| Property / zbMATH Keywords: sufficient functionals of Ornstein-Uhlenbeck processes / rank | |||
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Revision as of 15:10, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model |
scientific article |
Statements
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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