Marginal likelihood and unit roots (Q276943): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6577374 / rank | |||
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| Property / zbMATH Keywords | |||
asymptotic distribution | |||
| Property / zbMATH Keywords: asymptotic distribution / rank | |||
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autoregressive moving average model | |||
| Property / zbMATH Keywords: autoregressive moving average model / rank | |||
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hypothesis testing | |||
| Property / zbMATH Keywords: hypothesis testing / rank | |||
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Revision as of 16:43, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Marginal likelihood and unit roots |
scientific article |
Statements
Marginal likelihood and unit roots (English)
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4 May 2016
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asymptotic distribution
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autoregressive moving average model
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hypothesis testing
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